Geodesic
Large deviations for stochastic pantograph integrodifferential equation
Filomat, Tome 37 (2023) no. 20, p. 6751

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DOI

The pantograph equation, a specific type of delay differential equation is examined in this study in its stochastic form. Our main intention is to establish the Wentzell-Freidlin type large deviation estimates for stochastic pantograph integrodifferential equation. The existence and uniqueness of solution is established by using the method of successive approximations. We then take up the weak convergence approach to obtain the main result. The established results are illustrated with examples
DOI : 10.2298/FIL2320751S
Classification : 60F10, 60H10, 45J05
Keywords: Large deviation principle, Stochastic differential equations, Integrodifferential equation 
A Siva Ranjani; M Suvinthra; K Balachandran. Large deviations for stochastic pantograph integrodifferential equation. Filomat, Tome 37 (2023) no. 20, p. 6751 . doi: 10.2298/FIL2320751S
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     title = {Large deviations for stochastic pantograph integrodifferential equation},
     journal = {Filomat},
     pages = {6751 },
     year = {2023},
     volume = {37},
     number = {20},
     doi = {10.2298/FIL2320751S},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2320751S/}
}
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