Large deviations for stochastic systems with memory | Zendy

Salah-Eldin A. Mohammed | Zendy; Tusheng Zhang | Zendy

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Large deviations for stochastic systems with memory

Author(s) -

Salah-Eldin A. Mohammed,

Tusheng Zhang

Publication year - 2006

Publication title -

discrete and continuous dynamical systems - b

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.864

H-Index - 53

eISSN - 1553-524X

pISSN - 1531-3492

DOI - 10.3934/dcdsb.2006.6.881

Subject(s) - large deviations theory , multiplicative noise , multiplicative function , white noise , noise (video) , mathematics , stochastic process , computer science , statistical physics , statistics , mathematical analysis , physics , artificial intelligence , telecommunications , signal transfer function , transmission (telecommunications) , analog signal , image (mathematics)

In this paper, we develop a large deviations principle for stochastic delay equations driven by small multiplicative white noise. Both upper and lower large deviations estimates are established.

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