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

zbMATH Open1199.60068MaRDI QIDQ3404628FDOQ3404628

Authors: Hong Liu, Qing-Shan Yang 

Publication date: 12 February 2010

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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)

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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