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arxiv: 1903.06441 · v1 · pith:JD755RUOnew · submitted 2019-03-15 · 🧮 math.PR

Large deviations for neutral stochastic functional differential equations

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keywords deviationsdifferentialequationsfunctionallargeneutralstochasticadopt
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In this paper, under a one-sided Lipschitz condition on the drift coefficient we adopt (via contraction principle) a exponential approximation argument to investigate large deviations for neutral stochastic functional differential equations.

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