Large deviation principle for a mixed fractional and jump diffusion process (Q2101305)

The authors establish a large deviation principle for the solution of a mixed stochastic differential equation driven by a fractional Brownian motion and a Poisson process. They apply the methods of \textit{M. I. Freidlin} and \textit{A. D. Wentzell} [Random perturbations of dynamical systems. Transl. from the Russian by Joseph Szuecs. 2nd ed. New York, NY: Springer (1998; Zbl 0922.60006)] and of \textit{R. Azencott} et al. [Ecole d'ete de probabilités de Saint-Flour VIII-1978. Edite par P. L. Hennequin. Berlin-Heidelberg-New York: Springer-Verlag (1980; Zbl 0417.60001)].