Large Deviations for Stochastic Fractional Integrodifferential Equations
Authors:
- Murugan SuvinthraMSMurugan Suvinthra
- Krishnan BalachandranKBKrishnan Balachandran
Open Access
- 1 January 2017
- journal article
- Published by American Institute of Mathematical Sciences (AIMS) in AIMS Mathematics
- Vol. 2 (2) , 348-364
Abstract
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.Keywords
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