In this work, a stochastic fractional differential equation is considered and large deviation principle is established for the corresponding solution distributions. The weak convergence approach, in particular the variational representation for functionals of Brownian motion, is exploited to obtain the large deviation result.
CITATION STYLE
Suvinthra, M. (2017). Large deviations for stochastic fractional differential equations. In Lecture Notes in Electrical Engineering (Vol. 407, pp. 113–121). Springer Verlag. https://doi.org/10.1007/978-3-319-45474-0_11
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