Discontinuity, Nonlinearity, and Complexity
On Large Deviations of Stochastic Integrodifferential Equations with Brownian Motion
Discontinuity, Nonlinearity, and Complexity 6(3) (2017) 281294  DOI:10.5890/DNC.2017.09.003
A. Haseena$^{1}$ , M. Suvinthra$^{2}$ , N. Annapoorani$^{2}$
1Department of Mathematics, Government College Chittur, Palakkad, 678104, India
2Department of Mathematics, Bharathiar University, Coimbatore, 641046, India
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Abstract
In this paper, a FreidlinWentzell type large deviation principle is established for the stochastic integrodifferential equation driven by finite dimensional Brownian motion. Both the additive and multiplicative noise cases are considered here. Large deviation principle for additive noise case is established via contraction principle whilst weak convergence approach is employed to obtain the same for the multiplicative noise case.
Acknowledgments
The authors are thankful to Prof. K. Balachandran (UGCBSR Faculty, Department of Mathematics, Bharathiar University, Coimbatore) for several improvements he suggested throughout the preparation of the paper. Also we would like to thank the reviewers for their valuable comments which helped us a lot in enhancing the quality of the paper.
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