On some stochastic differential equations with jumps subject to small positives coefficients

On some stochastic differential equations with jumps subject to small positives coefficients

We provide a large deviation principle for jumps and stochastic diffusion processes, according to a viscosity coefficient (<em>ε</em>) and a small scaling parameter (<em>δ</em>) both going at the same rate. To do so we have to come up with estimates on the <em>moment Ly...

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Bibliographic Details
Main Authors: Clement Manga, Alioune Coulibaly, Alassane Diedhiou
Format: Article
Language:English
Published: AIMS Press 2019-09-01
Series:AIMS Mathematics
Subjects:
homogenization
large deviations
laplace principle
Poisson point process of class (QL)
Online Access:https://www.aimspress.com/article/10.3934/math.2019.5.1369/fulltext.html

Internet

https://www.aimspress.com/article/10.3934/math.2019.5.1369/fulltext.html

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