Large Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models
Probability
2020-03-09 v1
Abstract
We establish a large deviation principle for a reflected Poisson driven SDE. Our motivation is to study in a forthcoming paper the problem of exit of such a process from the basin of attraction of a locally stable equilibrium associated with its law of large numbers. Two examples are described in which we verify the assumptions that we make to establish the large deviation principle.
Cite
@article{arxiv.1808.04621,
title = {Large Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models},
author = {Etienne Pardoux and Brice Samegni-Kepgnou},
journal= {arXiv preprint arXiv:1808.04621},
year = {2020}
}
Comments
Submitted paper