Large deviation principle for processes with Poisson noise term

MaRDI QIDQ5745956zbMATH OpenFDO

Authors A. V. Logachov

Publication date 17 February 2014

zbMATH Keywords

Poisson measurerate functionaltelegraph signal process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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Cited in

(9)

• The local principle of large deviations for compound Poisson process with catastrophes
• Large deviation principle with generated pseudo measures
• On large deviations for Poisson stochastic integrals
• Local large deviation principle for Wiener process with random resetting
• Large deviation principle for semilinear stochastic evolution equations with Poisson noise
• The large deviation principle for a compound Poisson process
• Large deviations for integrals of telegraph processes type
• Large deviations for stochastic differential equations driven by semimartingales
• Sample path large deviations principles for Poisson shot noise processes, and applications

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