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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 87, 2015 - Issue 1
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Articles

Large deviations for neutral functional SDEs with jumps

Jianhai BaoDepartment of Mathematics, Central South University, Changsha, Hunan410083, P.R. China
&
Chenggui YuanDepartment of Mathematics, Swansea University, Singleton ParkSA2 8PP, UKCorrespondence[email protected]
Pages 48-70 | Received 13 Mar 2013, Accepted 09 Apr 2014, Published online: 08 Jul 2014

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Xiaocui Ma & Fubao Xi. (2019) Large deviations for invariant measures of stochastic differential equations with jumps. Stochastics 91:4, pages 528-552.
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Yanting Ji. (2021) Convergence rate of Euler–Maruyama scheme for SDDEs of neutral type. Journal of Inequalities and Applications 2021:1.
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Yongqiang Suo & Chenggui Yuan. (2021) Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs. Acta Applicandae Mathematicae 175:1.
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Xiaocui Ma, Fubao Xi & Dezhi Liu. (2020) Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises. Frontiers of Mathematics in China 15:3, pages 529-554.
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Wei Liu, Chunyan Tao & Jiahui Zhu. (2020) Large deviation principle for a class of SPDE with locally monotone coefficients. Science China Mathematics 63:6, pages 1181-1202.
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Yongqiang Suo, Jin Tao & Wei Zhang. (2018) Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth. Frontiers of Mathematics in China 13:4, pages 913-933.
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Robert Azencott, Brett Geiger & William Ott. (2017) Large Deviations for Gaussian Diffusions with Delay. Journal of Statistical Physics 170:2, pages 254-285.
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Yanting Ji & Chenggui Yuan. (2017) Tamed EM scheme of neutral stochastic differential delay equations. Journal of Computational and Applied Mathematics 326, pages 337-357.
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Xiaocui Ma & Fubao Xi. (2017) Moderate deviations for neutral stochastic differential delay equations with jumps. Statistics & Probability Letters 126, pages 97-107.
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Min Zhu & Junping Li. (2016) Analysis of a predator-prey model with Lévy jumps. Advances in Difference Equations 2016:1.
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Wei Mao & Xuerong Mao. (2016) An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure. Advances in Difference Equations 2016:1.
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Xianghua ZHANG, Fu CHEN, Ke WANG & Hong DU. (2016) Stochastic sirs model driven by lévy noise. Acta Mathematica Scientia 36:3, pages 740-752.
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Qun Liu & Qingmei Chen. (2016) Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps. Journal of Mathematical Analysis and Applications 433:1, pages 95-120.
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Zaiming Liu & Na Song. (2015) Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity. Advances in Difference Equations 2015:1.
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Li Tan, Wei Jin & Yongqiang Suo. (2015) Stability in distribution of neutral stochastic functional differential equations. Statistics & Probability Letters 107, pages 27-36.
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