Large Deviations for Stochastic Fractional Integrodifferential Equations

AIMS Mathematics

关键词: : ;    Fractional differential equations;    Large deviation principle;    Stochastic integrodifferential equations;   

DOI  :  10.3934/Math.2017.2.348

学科分类：数学（综合）

来源: AIMS Press

【 摘 要 】

In this work we establish a Freidlin-Wentzell type large deviation principle for stochastic fractional integrodifferential equations by using the weak convergence approach. The compactness argument is proved on the solution space of corresponding skeleton equation and the weak convergence is done for Borel measurable functions whose existence is asserted from Yamada-Watanabe theorem. Examples are included which illustrate the theory and also depict the link between large deviations and optimal controllability.

【 授权许可】

CC BY