Abstract
In this chapter, by the weak convergence method , based on a variational representation for positive functionals of a Poisson random measure and a Brownian motion, we establish uniform large deviation principles (LDPs for short) for a class of FSDEs of neutral type driven by jump processes.
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Bao, J., Yin, G., Yuan, C. (2016). Large Deviations for FSDEs. In: Asymptotic Analysis for Functional Stochastic Differential Equations. SpringerBriefs in Mathematics. Springer, Cham. https://doi.org/10.1007/978-3-319-46979-9_4
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DOI: https://doi.org/10.1007/978-3-319-46979-9_4
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-46978-2
Online ISBN: 978-3-319-46979-9
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