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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.
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2018
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| 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 |