Large deviations for multi-scale regime-switching jump diffusion systems

DOI10.3934/cpaa.2022147zbMath1504.60043OpenAlexW4312698688MaRDI QIDQ2099243

Xiaocui Ma, Jun Li, Fu-bao Xi

Publication date: 23 November 2022

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/cpaa.2022147

zbMATH Keywords

large deviationvariational representationregime-switching jump diffusionmulti-scale dynamic

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Processes in random environments (60K37) Jump processes on general state spaces (60J76)

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