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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)
2014年6月30日(星期一)下午13:00—14:00   华东师大闵行校区数学系126会议厅
 
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.
   
 
 
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