AIMS Mathematics, 2017, 2(2): 348-364. doi: 10.3934/Math.2017.2.348.

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Large Deviations for Stochastic Fractional Integrodifferential Equations

Department of Mathematics, Bharathiar University, Coimbatore 641046, India

In this work we establish a Freidlin-Wentzell type large deviation principle for stochastic fractional integrodifferential equations by using the weak convergence approach. The compactness argument is proved on the solution space of corresponding skeleton equation and the weak convergence is done for Borel measurable functions whose existence is asserted from Yamada-Watanabe theorem. Examples are included which illustrate the theory and also depict the link between large deviations and optimal controllability.
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Keywords Fractional differential equations; Large deviation principle; Stochastic integrodifferential equations

Citation: Murugan Suvinthra, Krishnan Balachandran, Rajendran Mabel Lizzy. Large Deviations for Stochastic Fractional Integrodifferential Equations. AIMS Mathematics, 2017, 2(2): 348-364. doi: 10.3934/Math.2017.2.348


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