Large deviation principle for the mean reflected stochastic differential equation with jumps
Abstract In this paper, we establish a large deviation principle for a mean reflected stochastic differential equation driven by both Brownian motion and Poisson random measure. The weak convergence method plays an important role.
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2018-10-01
|
| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-018-1889-2 |