{"title":"分数阶和跳跃扩散混合过程的大偏差原理","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":"{\"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}","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}
Large deviation principle for a mixed fractional and jump diffusion process
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.
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