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

Abstract

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.

Key words： Moderate deviations; neutral functional stochastic dierential equations; Poisson random measure

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