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A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Levy Noise.
Prof. Kai LIU(The University of Liverpool, UK)
2018-01-01 12:13  华东师范大学

摘要: In this talk, we develop a large deviation principle (LDP) for a class of retarded Ornstein-Uhlenbeck processes driven by Levy processes. We first present a LDP result for time delay systems driven by cylindrical Wiener processes based on the large deviations of Gaussian processes. By using a contraction technique and passing on a finite dimensional approximation, a large deviation principle is obtained for stochastic time delay evolution equations driven by additive Levy noise, whose solutions are generally not Levy processes any more.