Large deviation principle for a mixed fractional and jump diffusion process

DOI10.1515/rose-2022-2083zbMath1505.60078OpenAlexW4308798871MaRDI QIDQ2101305

Raphaël Diatta, Clément Manga, Alassane Diédhiou

Publication date: 5 December 2022

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2022-2083

zbMATH Keywords

stochastic differential equationfractional Brownian motionlarge deviation principlePoisson process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Jump processes on general state spaces (60J76)

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