Kai Liu and Tusheng Zhang. A Large Deviation Principle of Retarded Ornstein-uhlenbeck Processes Driven by Levy Noise

Natural Sciences / Mathematics / Probability

Submitted on: Aug 31, 2012, 00:55:03

Description: In this paper, we develop a large deviation principle (LDP) for a class of retarded Ornstein-Uhlenbeck processes driven by Levy processes. We first present a LDP result for time delay systems driven by cylindrical Wiener processes based on the large deviations of Gaussian processes. By using a contraction technique and passing on a finite dimensional approximation, a large deviation principle is obtained for stochastic time delay evolution equations driven by additive Levy noise, whose solutions are generally not Levy processes any more.

The Library of Congress (USA) reference page : http://lccn.loc.gov/cn2013300046.

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