Moderate Deviation Principles for Stochastic Differential Equations with Jumps
classification
🧮 math.PR
keywords
deviationdifferentialequationsmoderateprinciplesstochasticdimensionsdriven
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Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a variational representation for expected values of positive functionals of a PRM.
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