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Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises

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Abstract

Using the weak convergence method introduced by A. Budhiraja, P. Dupuis, and A. Ganguly [Ann. Probab., 2016, 44: 1723–1775], we establish the moderate deviation principle for neutral functional stochastic differential equations driven by both Brownian motions and Poisson random measures.

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Acknowledgements

This work was supported in part by the National Natural Science Foundation of China (Grant Nos. 11671034, 11771327, 61703001).

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Authors and Affiliations

  1. Department of Mathematics, Jining University, Qufu, 273155, China

    Xiaocui Ma

  2. School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, 100081, China

    Fubao Xi

  3. School of Statistics and Applied Mathematics, Anhui University of Finance and Economics, Bengbu, 233030, China

    Dezhi Liu

Authors
  1. Xiaocui Ma
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  2. Fubao Xi
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  3. Dezhi Liu
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Correspondence to Fubao Xi.

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Ma, X., Xi, F. & Liu, D. Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises. Front. Math. China 15, 529–554 (2020). https://doi.org/10.1007/s11464-020-0836-y

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  • DOI: https://doi.org/10.1007/s11464-020-0836-y

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