Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises

• 作 者: Xiaocui MA Fubao XI Dezhi LIU
• 机 构: Department of Mathematics, Jining University, Qufu 273155, China“,”School of Mathematics and Statist
• 出 处: 中国数学前沿
• 发表日期: 2020年3期
• 关键词: Moderate deviations neutral functional stochastic differential equations Poisson

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.