The Annals of Probability
- Ann. Probab.
- Volume 44, Number 3 (2016), 1723-1775.
Moderate deviation principles for stochastic differential equations with jumps
Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a variational representation for expected values of positive functionals of a PRM.
Ann. Probab., Volume 44, Number 3 (2016), 1723-1775.
Received: January 2014
Revised: January 2015
First available in Project Euclid: 16 May 2016
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Budhiraja, Amarjit; Dupuis, Paul; Ganguly, Arnab. Moderate deviation principles for stochastic differential equations with jumps. Ann. Probab. 44 (2016), no. 3, 1723--1775. doi:10.1214/15-AOP1007. https://projecteuclid.org/euclid.aop/1463410031