{"title":"具有跳跃的中性功能SDEs的大偏差","authors":"J. Bao, C. Yuan","doi":"10.1080/17442508.2014.914516","DOIUrl":null,"url":null,"abstract":"In this paper, by the weak convergence method, based on a variational representation for positive functionals of a Poisson random measure and Brownian motion, we establish uniform large deviation principles (LDPs) for a class of neutral stochastic differential equations driven by jump processes. As a byproduct, we also obtain uniform LDPs for neutral stochastic differential delay equations which, in particular, allow the coefficients to be highly nonlinear with respect to the delay argument.","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2015-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"44","resultStr":"{\"title\":\"Large deviations for neutral functional SDEs with jumps\",\"authors\":\"J. Bao, C. Yuan\",\"doi\":\"10.1080/17442508.2014.914516\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, by the weak convergence method, based on a variational representation for positive functionals of a Poisson random measure and Brownian motion, we establish uniform large deviation principles (LDPs) for a class of neutral stochastic differential equations driven by jump processes. As a byproduct, we also obtain uniform LDPs for neutral stochastic differential delay equations which, in particular, allow the coefficients to be highly nonlinear with respect to the delay argument.\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2015-01-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"44\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2014.914516\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/17442508.2014.914516","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Large deviations for neutral functional SDEs with jumps
In this paper, by the weak convergence method, based on a variational representation for positive functionals of a Poisson random measure and Brownian motion, we establish uniform large deviation principles (LDPs) for a class of neutral stochastic differential equations driven by jump processes. As a byproduct, we also obtain uniform LDPs for neutral stochastic differential delay equations which, in particular, allow the coefficients to be highly nonlinear with respect to the delay argument.