Large Deviations for Stochastic Pantograph Integrodifferential Equation

Abstract

The pantograph equation, a specific type of delay differential equation is examined in this study in its stochastic form. Our main intention is to establish the Wentzell-Freidlin type large deviation estimates for stochastic pantograph integrodifferential equation. The existence and uniqueness of solution is established by using the method of successive approximations. We then take up the weak convergence approach to obtain the main result. The established results are illustrated with examples.