Large deviations for infinite-dimensional stochastic systems with jumps
Large deviations for infinite-dimensional stochastic systems with jumps
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DOI：
10.1112/s0025579310001282
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发表时间：
2010-02
期刊：
影响因子：
0.8
通讯作者：
V. Maroulas
中科院分区：
文献类型：
--
作者：
V. Maroulas
建立了无穷维布朗运动与Poisson随机测度共同作用的所有等价类型的正泛函的一致大偏差原理。我们方法的核心是一个变分表示公式，它对于独立同分布的真实的布朗运动和Poisson随机测度的无穷序列在[A. Budhiraja，P. Dupuis和V. Maroulas，连续时间过程的变分表示。安·因斯特·H（Poincare）。
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 independent and identically distributed real Brownian motions and a Poisson random measure was shown in [A. Budhiraja, P. Dupuis and V. Maroulas, Variational representations for continuous time processes. Ann. Inst. H. Poincare (to appear)].