{"title":"Large deviation principle for a mixed fractional and jump diffusion process","authors":"R. Diatta, C. Manga, A. Diédhiou","doi":"10.1515/rose-2022-2083","DOIUrl":null,"url":null,"abstract":"Abstract We study the asymptotic behavior of a solution of a mixed differential equation driven by independent fractional Brownian motion with Hurst index H ∈ ( 0 ; 1 ) {H\\in(0;1)} and compensated Poisson process. This study consists in determining the uniform Freidlin–Wentzell estimates in a temporal distribution space.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"30 1","pages":"241 - 249"},"PeriodicalIF":0.3000,"publicationDate":"2022-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2022-2083","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
Abstract We study the asymptotic behavior of a solution of a mixed differential equation driven by independent fractional Brownian motion with Hurst index H ∈ ( 0 ; 1 ) {H\in(0;1)} and compensated Poisson process. This study consists in determining the uniform Freidlin–Wentzell estimates in a temporal distribution space.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
