Large deviations for stochastic differential delay equations with L\'evy noises
Probability
2016-11-01 v3
Abstract
In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergence method plays an important role.
Cite
@article{arxiv.1511.04529,
title = {Large deviations for stochastic differential delay equations with L\'evy noises},
author = {Yumeng Li and Ran Wang and Nian Yao and Shuguang Zhang},
journal= {arXiv preprint arXiv:1511.04529},
year = {2016}
}
Comments
This paper has been withdrawn by the author due to a gap in the proof of Proposition 3.2. arXiv admin note: text overlap with arXiv:1211.0466, arXiv:1203.4020 by other authors