Moderate deviation principles for stochastic differential equations with jumps (Q726792): Difference between revisions

The paper deals with moderate deviation problems for stochastic dynamical systems such as finite- and infinite-dimensional SDEs with jumps. For simplicity, the setting considers only the noise in terms of a Poisson random measure without the Brownian component. Moderate deviation problem means that probabilities of deviations have a smaller order than in large deviation theory. In this case, the deviation order is \(n^{1/2}a_n,\) which is of lower order than \(n,\) where the \(a_n\)-rate function has a quadratic form. The moderate deviation problems bridge the gap between a central limit approximation and a large deviations approximation, since \(a_n\to+\infty\) as slowly as desired.