Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
Jing Wu
Source: Kyoto J. Math. Volume 51, Number 3
(2011), 535-559.
Abstract
Based on a variational representation for functionals of a general Poisson random measure plus an independent infinite-dimensional Brownian motion developed by Budhiraja, Dupuis, and Maroulas, the Freidlin-Wentzell large deviation principle is established for multivalued stochastic differential equations with Poisson jumps in this paper.
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.kjm/1312205239
Digital Object Identifier: doi:10.1215/21562261-1299891
Mathematical Reviews number (MathSciNet): MR2824000
Zentralblatt MATH identifier: 1230.60062
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Kyoto Journal of Mathematics
