Large deviations for the stochastic functional integral equation with nonlocal condition

نویسندگان

چکیده

Purpose The purpose of this paper is to study large deviations for the solution processes a stochastic equation incorporated with effects nonlocal condition. Design/methodology/approach A weak convergence approach adopted establish Laplace principle, which same as deviation principle in Polish space. sufficient condition any family solutions satisfy formulated by Budhiraja and Dupuis used work. Findings Freidlin–Wentzell type holds good functional integral Originality/value asymptotic exponential decay rate considered towards its deterministic counterpart can be estimated using established results.

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ژورنال

عنوان ژورنال: Arab Journal of Mathematical Sciences

سال: 2022

ISSN: ['1319-5166', '2588-9214']

DOI: https://doi.org/10.1108/ajms-10-2021-0271