Moderate deviations for neutral functional stochastic differential equations driven by Levy noises
Xiaocui MA1, Fubao XI2(), Dezhi LIU3
1. Department of Mathematics, Jining University, Qufu 273155, China 2. School of Mathematics and Statistics, Beijing Institute of Technology, Beijing 100081, China 3. School of Statistics and Applied Mathematics, Anhui University of Finance and Economics, Bengbu 233030, China
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.
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