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...