Large deviations for stochastic systems with memory

Salah-Eldin A. Mohammed; Tusheng Zhang

doi:10.3934/dcdsb.2006.6.881

Article Contents

2006, Volume 6, Issue 4: 881-893. Doi: 10.3934/dcdsb.2006.6.881

This issue Previous Article Brownian flow on a finite interval with jump boundary conditions Next Article Time regularity of the evolution solution to fractional stochastic heat equation

Large deviations for stochastic systems with memory

Salah-Eldin A. Mohammed^1, and
Tusheng Zhang^2,

1.
Department of Mathematics, Southern Illinois University at Carbondale, Carbondale, Illinois 62901
2.
School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, England

Received: January 31, 2005

Revised: October 31, 2005

Published: June 2006

Abstract Related Papers Cited by

Abstract

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.

Keywords:

Large deviations,
stochastic systems with memory.

Mathematics Subject Classification: 60F10, 60J27.

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