Large deviations of mean-field stochastic differential equations with jumps (Q2339516)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations of mean-field stochastic differential equations with jumps |
scientific article |
Statements
Large deviations of mean-field stochastic differential equations with jumps (English)
0 references
1 April 2015
0 references
mean-field stochastic differential equations
0 references
uniform large deviation principle
0 references
Poisson random measure
0 references
jump-diffusions
0 references
weak convergence method
0 references
0 references
0 references
0 references
0 references
