Moderate deviation principles for stochastic differential equations with jumps

DOI10.1214/15-AOP1007zbMath1346.60026arXiv1401.7316OpenAlexW2964257724MaRDI QIDQ726792

Paul Dupuis, Amarjit Budhiraja, Arnab Ganguly

Publication date: 14 July 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.7316

zbMATH Keywords

stochastic differential equationsstochastic partial differential equationslarge deviationsmoderate deviationsPoisson random measure

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

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