Large deviations for regime-switching diffusions with infinite delay
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DOI: 10.1016/j.spa.2024.104418
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References listed on IDEAS
- Wang, Ya & Wu, Fuke & Yin, George & Zhu, Chao, 2022. "Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality," Stochastic Processes and their Applications, Elsevier, vol. 149(C), pages 1-38.
- Huang, Gang & Mandjes, Michel & Spreij, Peter, 2016. "Large deviations for Markov-modulated diffusion processes with rapid switching," Stochastic Processes and their Applications, Elsevier, vol. 126(6), pages 1785-1818.
- Hu, Yi-Jun, 1997. "A large deviation principle for small perturbations of random evolution equations in Hölder norm," Stochastic Processes and their Applications, Elsevier, vol. 68(1), pages 83-99, May.
- Nguyen, Dang H. & Nguyen, Nhu N. & Yin, George, 2021. "Stochastic functional Kolmogorov equations, I: Persistence," Stochastic Processes and their Applications, Elsevier, vol. 142(C), pages 319-364.
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Keywords
Regime-switching functional diffusion process; Infinite delay; Large deviation principle; Stochastic gronwall lemma; Local one-sided Lipschitz condition;All these keywords.
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