Large deviations for the stochastic functional integral equation with nonlocal condition
| Autor: | Gopal Shruthi, Murugan Suvinthra |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2024 |
| Předmět: | |
| Zdroj: | Arab Journal of Mathematical Sciences, Vol 30, Iss 1, Pp 81-94 (2024) |
| Druh dokumentu: | article |
| ISSN: | 2588-9214 1319-5166 |
| DOI: | 10.1108/AJMS-10-2021-0271/full/pdf |
| Popis: | Purpose – The purpose of this paper is to study large deviations for the solution processes of a stochastic equation incorporated with the effects of nonlocal condition. Design/methodology/approach – A weak convergence approach is adopted to establish the Laplace principle, which is same as the large deviation principle in a Polish space. The sufficient condition for any family of solutions to satisfy the Laplace principle formulated by Budhiraja and Dupuis is used in this work. Findings – Freidlin–Wentzell type large deviation principle holds good for the solution processes of the stochastic functional integral equation with nonlocal condition. Originality/value – The asymptotic exponential decay rate of the solution processes of the considered equation towards its deterministic counterpart can be estimated using the established results. |
| Databáze: | Directory of Open Access Journals |
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