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Diatta R, Manga C, Diédhiou A. Large deviation principle for a mixed fractional and jump diffusion process. RANDOM OPERATORS AND STOCHASTIC EQUATIONS 2022. [DOI: 10.1515/rose-2022-2083] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/13/2022]
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.
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Affiliation(s)
- Raphaël Diatta
- Département de Mathématiques , Laboratoire Mathéematiques et Applications , Université Assane Seck , B. P. 523 , Ziguinchor , Senegal
| | - Clément Manga
- Département de Mathématiques , Laboratoire Mathéematiques et Applications , Université Assane Seck , B. P. 523 , Ziguinchor , Senegal
| | - Alassane Diédhiou
- Département de Mathématiques , Laboratoire Mathéematiques et Applications , Université Assane Seck , B. P. 523 , Ziguinchor , Senegal
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