We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small para...We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters.展开更多
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 ...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.展开更多
基金The authors would like to thank the referees for providing many helpful comments and suggestions. Research of the second author was supported in part by the National Natural Science Foundation of China （Grant No. 11171024）.
文摘We consider the asymptotic property of the diffusion processes with Markovian switching. For a general case, we prove a large deviation principle for empirical measures of switching diffusion processes with small parameters.
基金This work was supported in part by the National Natural Science Foundation of China(Grant Nos.11671034,11771327,61703001).
文摘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.
