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Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth.
- Source :
-
Frontiers of Mathematics in China . Aug2018, Vol. 13 Issue 4, p913-933. 21p. - Publication Year :
- 2018
-
Abstract
- Employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation for a class of stochastic differential delay equations with small noises, where the coefficients are allowed to be highly nonlinear growth with respect to the variables. Moreover, we obtain the central limit theorem for stochastic differential delay equations which the coefficients are polynomial growth with respect to the delay variables. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 16733452
- Volume :
- 13
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Frontiers of Mathematics in China
- Publication Type :
- Academic Journal
- Accession number :
- 131050200
- Full Text :
- https://doi.org/10.1007/s11464-018-0710-3