Abstract
In this paper, we develop a large deviations principle for stochastic delay equations driven by small multiplicative white noise. Both upper and lower large deviations estimates are established.
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CITATION STYLE
APA
Mohammed, S. E. A., & Zhang, T. (2006). Large deviations for stochastic systems with memory. Discrete and Continuous Dynamical Systems - Series B, 6(4), 881–893. https://doi.org/10.3934/dcdsb.2006.6.881
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