Large Deviations for Stochastic Systems with Memory

Authors

Salah-Eldin A. Mohammed, Southern Illinois University CarbondaleFollow
Tusheng Zhang, University of Manchester

Comments

This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Discrete and Continuous Dynamical Systems-Series B following peer review. The definitive publisher-authenticated version "Large Deviations for Stochastic Systems with Memory", Discrete and Continuous Dynamical Systems-Series B, 6(4), 881-893 is available online at: http://aimsciences.org/journals/dcdsB/dcdsb_online.jsp.

Abstract

We establish a large deviations principle for stochastic delay equations driven by small multiplicative white noise. Both upper and lower large deviations estimates are obtained.

Recommended Citation

Mohammed, Salah-Eldin A. and Zhang, Tusheng. "Large Deviations for Stochastic Systems with Memory." (Jul 2006).