Large deviations of mean-field stochastic differential equations with jumps

The mean-field stochastic differential equation (MFSDE) has found various applications in science and engineering. Here, we investigate a class of MFSDE with jumps, governed by a finite dimensional Brownian motion and a Poisson random measure. We study large deviation estimates of its path solution and our approach for verifying the large deviation principle is based on the weak convergence arguments.