Large deviation principle for the mean reflected stochastic differential equation with jumps
DOI10.1186/S13660-018-1889-2zbMATH Open1498.60227OpenAlexW2898299281WikidataQ58708170 ScholiaQ58708170MaRDI QIDQ824853FDOQ824853
Authors: Yu-meng Li 
Publication date: 15 December 2021
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-018-1889-2
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Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cited In (5)
- Large deviation principle for reflected stochastic differential equations driven by G-Brownian motion in non-convex domains
- Large Deviations for Additive Functionals of Reflected Jump-Diffusions
- Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
- Large deviations for the stochastic functional integral equation with nonlocal condition
- Large deviations of mean-field stochastic differential equations with jumps
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