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
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author Li, Yumeng
author_facet Li, Yumeng
author_sort Li, Yumeng
collection PubMed
description 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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spelling pubmed-62086232018-11-09 Large deviation principle for the mean reflected stochastic differential equation with jumps Li, Yumeng J Inequal Appl Research 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. Springer International Publishing 2018-10-26 2018 /pmc/articles/PMC6208623/ /pubmed/30839793 http://dx.doi.org/10.1186/s13660-018-1889-2 Text en © The Author(s) 2018 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Li, Yumeng
Large deviation principle for the mean reflected stochastic differential equation with jumps
title Large deviation principle for the mean reflected stochastic differential equation with jumps
title_full Large deviation principle for the mean reflected stochastic differential equation with jumps
title_fullStr Large deviation principle for the mean reflected stochastic differential equation with jumps
title_full_unstemmed Large deviation principle for the mean reflected stochastic differential equation with jumps
title_short Large deviation principle for the mean reflected stochastic differential equation with jumps
title_sort large deviation principle for the mean reflected stochastic differential equation with jumps
topic Research
url 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
work_keys_str_mv AT liyumeng largedeviationprincipleforthemeanreflectedstochasticdifferentialequationwithjumps

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