Uniform large deviations for multivalued stochastic differential equations with Poisson jumps-Reference-Cited by-同舟云学术

Uniform large deviations for multivalued stochastic differential equations with Poisson jumps

Published:2011-01-01 Issue:3 Volume:51 Page:
ISSN:2156-2261
Container-title:Kyoto Journal of Mathematics
language:
Short-container-title:Kyoto J. Math.

Author:

Wu Jing

Publisher

Duke University Press

Reference19 articles.

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2. [2] H. Brézis, Operateurs Maximaux Monotones, North-Holland, Amsterdam, 1973.

3. [3] A. Budhiraja and P. Dupuis, A variational representation for certain functionals of Brownian motion, Ann. Probab. 26 (1998), 1641–1659.

4. [4] A. Budhiraja and P. Dupuis, A variational representation for positive functionals of infinite-dimensional Brownian motion, Probab. Math. Statist. 20 (1998), 39–61.

5. [5] A. Budhiraja, P. Dupuis, and V. Maroulas, Large deviations for infinite-dimensional stochastic dynamical systems, Ann. Probab. 36 (2008), 1390–1420.

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