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Large deviations for stochastic pantograph integrodifferential equation
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The pantograph equation, a specific type of delay differential equation is
examined in this study in its stochastic form. Our main intention is to
establish the Wentzell-Freidlin type large deviation estimates for
stochastic pantograph integrodifferential equation. The existence and
uniqueness of solution is established by using the method of successive
approximations. We then take up the weak convergence approach to obtain the
main result. The established results are illustrated with examples.
Title: Large deviations for stochastic pantograph integrodifferential equation
Description:
The pantograph equation, a specific type of delay differential equation is
examined in this study in its stochastic form.
Our main intention is to
establish the Wentzell-Freidlin type large deviation estimates for
stochastic pantograph integrodifferential equation.
The existence and
uniqueness of solution is established by using the method of successive
approximations.
We then take up the weak convergence approach to obtain the
main result.
The established results are illustrated with examples.
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