Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151553 | Statistics & Probability Letters | 2015 | 9 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yujie Cai, Jianhui Huang, Vasileios Maroulas,