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Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth

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Suo Yongqiang 1,2   Tao Jin 3   Zhang Wei 1 *  
文摘 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.
来源 Frontiers of Mathematics in China ,2018,13(4):913-933 【核心库】
DOI 10.1007/s11464-018-0710-3
关键词 Stochastic differential delay equation (SDDE) ; polynomial growth ; central limit theorem ; moderate deviation principle ; weak convergence
地址

1. School of Mathematics and Statistics, Central South University, Changsha, 410083  

2. Department of Mathematics, Swansea University, UK, Singleton Park, SA2 8PP  

3. Department of Mathematics, Southern University of Science and Technology, Shenzhen, 518055

语种 英文
文献类型 研究性论文
ISSN 1673-3452
学科 数学
基金 国家自然科学基金 ;  湖南省自然科学基金 ;  the Mathematics and Interdisciplinary Sciences Project of Central South University
文献收藏号 CSCD:6326041

参考文献 共 36 共2页

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引证文献 1 篇

1 Ma Xiaocui Moderate deviations for neutral functional stochastic differential equations driven by Levy noises Frontiers of Mathematics in China,2020,15(3):529-554
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