Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE

DOI10.1051/ps/2019031zbMath1434.60094arXiv1808.04991OpenAlexW3104964712MaRDI QIDQ5110216

Brice Samegni Kepgnou, Etienne Pardoux

Publication date: 18 May 2020

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.04991

zbMATH Keywords

law of large numberslarge deviations principlePoisson process driven SDE

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Medical epidemiology (92C60)

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