Uniform Large deviations for infinite dimensional stochastic systems with jumps
classification
🧮 math.PR
keywords
infinitebrowniandimensionallargemeasuremotionspoissonrandom
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Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational representation formula which for an infinite sequence of i.i.d real Brownian motions and a Poisson random measure was shown in [5].
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