Large deviations for infinite-dimensional stochastic systems with jumps
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Abstract: Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational representation formula which for an infinite sequence of i.i.d real Brownian motions and a Poisson random measure was shown in [5].
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- scientific article; zbMATH DE number 972622
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Cited in
(24)- Large deviations for Poisson random measures and processes with independent increments
- Large deviations for multi-scale regime-switching jump diffusion systems
- Moderate deviations for neutral stochastic differential delay equations with jumps
- Large deviations for a class of semilinear stochastic partial differential equations
- Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise
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