Large deviations of mean-field stochastic differential equations with jumps

DOI10.1016/j.spl.2014.08.010zbMath1310.60072OpenAlexW2083866627MaRDI QIDQ2339516

Vasileios Maroulas, Yujie Cai, Jianhui Huang

Publication date: 1 April 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.08.010

zbMATH Keywords

Poisson random measureweak convergence methodmean-field stochastic differential equationsjump-diffusionsuniform large deviation principle

Mathematics Subject Classification ID

Related Items (9)

Large deviations for invariant measures of stochastic differential equations with jumps ⋮ Equivalences and counterexamples between several definitions of the uniform large deviations principle ⋮ Large and moderate deviation principles for McKean-Vlasov SDEs with jumps ⋮ Large deviation principle for a class of SPDE with locally monotone coefficients ⋮ Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise ⋮ Large deviation for mean-field stochastic differential equations with subdifferential operator ⋮ Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise ⋮ Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises ⋮ Wong-Zakai approximations and support theorems for stochastic McKean-Vlasov equations

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