July  2006, 6(4): 881-893. doi: 10.3934/dcdsb.2006.6.881

Large deviations for stochastic systems with memory

1. 

Department of Mathematics, Southern Illinois University at Carbondale, Carbondale, Illinois 62901, United States

2. 

School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, England, United Kingdom

Received  February 2005 Revised  November 2005 Published  April 2006

In this paper, we develop a large deviations principle for stochastic delay equations driven by small multiplicative white noise. Both upper and lower large deviations estimates are established.
Citation: Salah-Eldin A. Mohammed, Tusheng Zhang. Large deviations for stochastic systems with memory. Discrete & Continuous Dynamical Systems - B, 2006, 6 (4) : 881-893. doi: 10.3934/dcdsb.2006.6.881
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