Research Scholar, Department of Applied Mathematics, Bharathiar University, Coimbatore-641046, India
*E-mail: * shruthigopal89@gmail.com
In this work, Freidlin - Wentzell type large deviation principle is studied for the solution processes of stochastic functional differential equations with infinite delay. Both additive and multiplicative noise types of randomness are considered. The large deviation principle for additive noise is dealt using contraction principle. Weak convergence approach is used for proving large deviation principle for multiplicative noise.
2010 Mathematics Subject Classification: 60F10, 34F05, 60H30.
Large Deviation Principle, Infinite Delay, Weak Convergence
