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arxiv: 1806.11003 · v1 · pith:P53PNFF6new · submitted 2018-06-28 · 🧮 math.PR

Moderate deviation and central limit theorem for SDDEs with plynomial growth

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keywords delaygrowthcentralcoefficientsdeviationdifferentialequationslimit
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In this paper, employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation %(CLT for abbreviation) for a class of stochastic differential delay equations with small noises, where the coefficients are allowed to be highly nonlinear growth with respect to the variables. Moreover, we obtain the central limit theorem for stochastic differential delay equations which the coefficients are polynomial growth with respect to the delay variables.

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