Large deviation principle for the mean reflected stochastic differential equation with jumps

In this paper, we establish a large deviation principle for a mean reflected stochastic differential equation driven by both Brownian motion and Poisson random measure. The weak convergence method plays an important role.

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Journal of inequalities and applications 2018, Vol.2018 (1), p.295-15, Article 295
1. Verfasser:	Li, Yumeng
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Applications of Mathematics Brownian motion Deviation Differential equations Fractals Large deviation principle Mathematics Mathematics and Statistics Mean reflected stochastic differential equation Weak convergence method
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	In this paper, we establish a large deviation principle for a mean reflected stochastic differential equation driven by both Brownian motion and Poisson random measure. The weak convergence method plays an important role.
ISSN:	1025-5834 1029-242X 1029-242X
DOI:	10.1186/s13660-018-1889-2