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Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises.

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  • معلومة اضافية
    • نبذة مختصرة :
      Using the weak convergence method introduced by A. Budhiraja, P. Dupuis, and A. Ganguly [Ann. Probab., 2016, 44: 1723–1775], we establish the moderate deviation principle for neutral functional stochastic differential equations driven by both Brownian motions and Poisson random measures. [ABSTRACT FROM AUTHOR]
    • نبذة مختصرة :
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