Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness


A Haseena, M Suvinthra, N Annapoorani




A Freidlin-Wentzell type large deviation principle is derived for a class of Itô type stochastic integrodifferential equations driven by a finite number of multiplicative noises of the Gaussian type. The weak convergence approach is used here to prove the Laplace principle, equivalently large deviation principle