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.

Detalles Bibliográficos
Autor principal: Li, Yumeng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6208623/
https://www.ncbi.nlm.nih.gov/pubmed/30839793
http://dx.doi.org/10.1186/s13660-018-1889-2
Descripción
Sumario: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.

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