Large deviation principle for the mean reflected stochastic differential equation with jumps

DOI10.1186/S13660-018-1889-2zbMath1498.60227OpenAlexW2898299281WikidataQ58708170 ScholiaQ58708170MaRDI QIDQ824853

Yu-meng Li

Publication date: 15 December 2021

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-018-1889-2

zbMATH Keywords

stochastic differential equationlarge deviation principleweak convergence method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

Related Items (2)

Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts ⋮ Large deviations for the stochastic functional integral equation with nonlocal condition

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• Mean reflected stochastic differential equations with jumps

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