Large deviation principle for a mixed fractional and jump diffusion process-Reference-Cited by-同舟云学术

Large deviation principle for a mixed fractional and jump diffusion process

Published:2022-11-11 Issue:4 Volume:30 Page:241-249
ISSN:0926-6364
Container-title:Random Operators and Stochastic Equations
language:en
Short-container-title:

Author:

Diatta Raphaël¹,Manga Clément¹,Diédhiou Alassane¹

Affiliation:

1. Département de Mathématiques , Laboratoire Mathéematiques et Applications , Université Assane Seck , B. P. 523 , Ziguinchor , Senegal

Abstract

Abstract We study the asymptotic behavior of a solution of a mixed differential equation driven by independent fractional Brownian motion with Hurst index H ∈ ( 0 ; 1 )

{H\in(0;1)}

and compensated Poisson process. This study consists in determining the uniform Freidlin–Wentzell estimates in a temporal distribution space.

Publisher

Walter de Gruyter GmbH

Subject

Statistics and Probability,Analysis

Link

https://www.degruyter.com/document/doi/10.1515/rose-2022-2083/pdf

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