EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Uniform large deviation principle"
Narrow search

Narrow search

Year of publication
Subject
All
Jump-diffusions 1 Mean-field stochastic differential equation 1 Poisson random measure 1 Uniform large deviation principle 1 Weak convergence method 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Cai, Yujie 1 Huang, Jianhui 1 Maroulas, Vasileios 1
Published in...
All
Statistics & Probability Letters 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Large deviations of mean-field stochastic differential equations with jumps
Cai, Yujie; Huang, Jianhui; Maroulas, Vasileios - In: Statistics & Probability Letters 96 (2015) C, pp. 1-9
The mean-field stochastic differential equation (MFSDE) has found various applications in science and engineering. Here, we investigate a class of MFSDE with jumps, governed by a finite dimensional Brownian motion and a Poisson random measure. We study large deviation estimates of its path...
Persistent link: https://www.econbiz.de/10011115973
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...