Asymptotic behavior mix and diffusion process

DOI10.21608/EJMAA.2025.291787.1209MaRDI QIDQ6912962zbMATH OpenFDO

Authors Jean Tosse Diatta, Ibrahima Sane, Raphaël Diatta, Clément Manga

Publication date 21 October 2025

Published in Electronic Journal of Mathematical Analysis and Applications EJMAA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21608/EJMAA.2025.291787.1209

zbMATH Keywords

fractional Brownian motionlarge deviation principleLévy processmixed stochastic differential equation

Mathematics Subject Classification ID

Large deviations (60F10) Fractional processes, including fractional Brownian motion (60G22) Stochastic integral equations (60H20) White noise theory (60H40)

Cites work

• Applied stochastic control of jump diffusions.
• Functional analysis
• scientific article; zbMATH DE number 3678842 (Why is no real title available?)
• scientific article; zbMATH DE number 1239549 (Why is no real title available?)
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• Large deviation probabilities in estimation of Poisson random measures
• Large deviations for Poisson random measures and processes with independent increments
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Stochastic differential equations driven by fractional Brownian motion and Poisson point process

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