Uniform Large deviations for infinite dimensional stochastic systems with jumps

Details Uniform Large deviations for infinite dimensional stochastic systems with jumps Uniform Large deviations for infinite dimensional stochastic systems with jumps

2010-02-17

arxiv.org/abs/1002.3290v1

Mathematics

Probability

Scientific paper

Uniform large deviation principles for positive functionals of all equivalent
types of infinite dimensional Brownian motions acting together with a Poisson
random measure are established. The core of our approach is a variational
representation formula which for an infinite sequence of i.i.d real Brownian
motions and a Poisson random measure was shown in [5].

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