Large deviation principle for the mean reflected stochastic differential equation with jumps

DOI10.1186/S13660-018-1889-2MaRDI QIDQ824853zbMATH OpenOpenAlexWikidataFDO

Authors Yu-meng Li

Publication date 15 December 2021

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-018-1889-2

zbMATH Keywords

stochastic differential equationlarge deviation principleweak convergence method

Mathematics Subject Classification ID

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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Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 3678842 (Why is no real title available?)
• scientific article; zbMATH DE number 1153603 (Why is no real title available?)
• A moderate deviation principle for 2-D stochastic Navier-Stokes equations
• A moderate deviation principle for stochastic Volterra equation
• BSDEs with mean reflection
• Freidlin-Wentzell's large deviations for stochastic evolution equations
• Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
• Large deviations for stochastic evolution equations with small multiplicative noise
• Large deviations for stochastic partial differential equations driven by a Poisson random measure
• Mean reflected stochastic differential equations with jumps
• Moderate deviation principles for stochastic differential equations with jumps
• Random Perturbations of Dynamical Systems
• Stopping times and tightness
• Variational representations for continuous time processes
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles

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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