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)

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