Frontiers of Mathematics in China >
Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
Received date: 29 Mar 2017
Accepted date: 19 Jun 2018
Published date: 14 Aug 2018
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Employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation for a class of stochastic differential delay equations with small noises, where the coeffcients are allowed to be highly nonlinear growth with respect to the variables. Moreover, we obtain the central limit theorem for stochastic differential delay equations which the coeffcients are polynomial growth with respect to the delay variables.
Yongqiang SUO , Jin TAO , Wei ZHANG . Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth[J]. Frontiers of Mathematics in China, 2018 , 13(4) : 913 -933 . DOI: 10.1007/s11464-018-0710-3
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