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.

Bibliographic Details
Main Author:	Yumeng Li
Format:	Article
Language:	English
Published:	SpringerOpen 2018-10-01
Series:	Journal of Inequalities and Applications
Subjects:	Mean reflected stochastic differential equation Large deviation principle Weak convergence method
Online Access:	http://link.springer.com/article/10.1186/s13660-018-1889-2

id	doaj-8e1f889bde0c40e4a95e0a133daf4c3c
record_format	Article
spelling	doaj-8e1f889bde0c40e4a95e0a133daf4c3c2020-11-25T01:38:27ZengSpringerOpenJournal of Inequalities and Applications1029-242X2018-10-012018111510.1186/s13660-018-1889-2Large deviation principle for the mean reflected stochastic differential equation with jumpsYumeng Li0School of Statistics and Mathematics, Zhongnan University of Economics and LawAbstract 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.http://link.springer.com/article/10.1186/s13660-018-1889-2Mean reflected stochastic differential equationLarge deviation principleWeak convergence method
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Yumeng Li
spellingShingle	Yumeng Li Large deviation principle for the mean reflected stochastic differential equation with jumps Journal of Inequalities and Applications Mean reflected stochastic differential equation Large deviation principle Weak convergence method
author_facet	Yumeng Li
author_sort	Yumeng Li
title	Large deviation principle for the mean reflected stochastic differential equation with jumps
title_short	Large deviation principle for the mean reflected stochastic differential equation with jumps
title_full	Large deviation principle for the mean reflected stochastic differential equation with jumps
title_fullStr	Large deviation principle for the mean reflected stochastic differential equation with jumps
title_full_unstemmed	Large deviation principle for the mean reflected stochastic differential equation with jumps
title_sort	large deviation principle for the mean reflected stochastic differential equation with jumps
publisher	SpringerOpen
series	Journal of Inequalities and Applications
issn	1029-242X
publishDate	2018-10-01
description	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.
topic	Mean reflected stochastic differential equation Large deviation principle Weak convergence method
url	http://link.springer.com/article/10.1186/s13660-018-1889-2
work_keys_str_mv	AT yumengli largedeviationprincipleforthemeanreflectedstochasticdifferentialequationwithjumps
_version_	1725053712656760832

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

Similar Items