Abstract
Based on a variational representation for functionals of a general Poisson random measure plus an independent infinite-dimensional Brownian motion developed by Budhiraja, Dupuis, and Maroulas, the Freidlin-Wentzell large deviation principle is established for multivalued stochastic differential equations with Poisson jumps in this paper.
Citation
Jing Wu. "Uniform large deviations for multivalued stochastic differential equations with Poisson jumps." Kyoto J. Math. 51 (3) 535 - 559, Fall 2011. https://doi.org/10.1215/21562261-1299891
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