Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales

DOI10.1016/J.SPA.2017.09.011zbMath1391.60047arXiv1101.5515OpenAlexW2963076917MaRDI QIDQ1635899

Arnab Ganguly

Publication date: 1 June 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.5515

zbMATH Keywords

stochastic differential equationsMarkov processeslarge deviationsstochastic integrationexponential tightnessBanach space-valued semimartingalesinfinite dimensional semimartingales

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Stochastic integrals (60H05)

Related Items (1)

Pathwise large deviations for white noise chaos expansions

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