An extension to moderate deviations for stochastic differential equations with Poisson jumps and applications

MaRDI QIDQ3404628zbMATH OpenFDO

Authors Hong Liu, Qing-Shan Yang

Publication date 12 February 2010

zbMATH Keywords

large deviationsmoderate deviationsstochastic differential equation with jumps

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Moderate deviation principles for stochastic differential equations with jumps
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Cited in

(6)

• Moderate deviations for neutral stochastic differential delay equations with jumps
• Moderate deviation principles for stochastic differential equations with jumps
• Non-central moderate deviations for compound fractional Poisson processes
• Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps
• Moderate deviations for mean-field stochastic differential equations with jumps
• Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures

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