Proves LDP for stationary solutions of SFDEs with infinite delay and extends to invariant measures via contraction principle.
Yamada–Watanabe The orem for Stochastic Evolu- tion Equations in Infinite Dimensions
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Large deviation principle for the stationary solutions of stochastic functional differential equations with infinite delay
Proves LDP for stationary solutions of SFDEs with infinite delay and extends to invariant measures via contraction principle.