Moderate deviations for neutral functional stochastic differential equations driven by Levy noises

doi:10.1007/s11464-020-0836-y

Front. Math. China

2020, Vol. 15

Issue (3) : 529-554 https://doi.org/10.1007/s11464-020-0836-y

RESEARCH ARTICLE

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

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Abstract

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.

Keywords Moderate deviations neutral functional stochastic dierential equations Poisson random measure

Corresponding Author(s): Fubao XI

Issue Date: 21 July 2020

Cite this article:

Xiaocui MA,Fubao XI,Dezhi LIU. Moderate deviations for neutral functional stochastic differential equations driven by Levy noises[J]. Front. Math. China, 2020, 15(3): 529-554.

URL:

https://academic.hep.com.cn/fmc/EN/10.1007/s11464-020-0836-y
https://academic.hep.com.cn/fmc/EN/Y2020/V15/I3/529

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