Open AccessLarge deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
Author(s) -
A. Haseena,
M. Suvinthra,
N. Annapoorani
Publication year - 2018
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil1802473h
Subject(s) - mathematics , type (biology) , randomness , large deviations theory , multiplicative function , gaussian , mathematical analysis , rate function , convergence (economics) , class (philosophy) , weak convergence , laplace transform , statistics , ecology , physics , computer security , quantum mechanics , artificial intelligence , computer science , economics , asset (computer security) , biology , economic growth
A Freidlin-Wentzell type large deviation principle is derived for a class of It? type stochastic integrodifferential equations driven by a finite number of multiplicative noises of the Gaussian type. The weak convergence approach is used here to prove the Laplace principle, equivalently large deviation principle.