Asymptotic Behavior of Densities for Stochastic Functional Differential Equations
نویسندگان
چکیده
منابع مشابه
Asymptotic Behavior of Densities for Stochastic Functional Differential Equations
Consider stochastic functional differential equations depending on whole past histories in a finite time interval, which determine non-Markovian processes. Under the uniformly elliptic condition on the coefficients of the diffusion terms, the solution admits a smooth density with respect to the Lebesgue measure. In the present paper, we will study the large deviations for the family of the solu...
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ژورنال
عنوان ژورنال: International Journal of Stochastic Analysis
سال: 2013
ISSN: 2090-3332,2090-3340
DOI: 10.1155/2013/537023