Moderate deviations for neutral stochastic differential delay equations with jumps

Xiaocui Ma and Fubao Xi

Statistics & Probability Letters, 2017, vol. 126, issue C, 97-107

Abstract: A moderate deviation principle for neutral stochastic differential delay equations driven by Poisson random measure is established. The weak convergence method introduced by Budhiraja et al. (2016) plays a key role.

Keywords: Moderate deviations; Neutral stochastic differential delay equations; Poisson random measure (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2017.02.034

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