Large deviation principle for a mixed fractional and jump diffusion process

• Published in: Random operators and stochastic equations Vol. 30; no. 4; pp. 241 - 249
• Main Authors: Diatta, Raphaël, Manga, Clément, Diédhiou, Alassane
• Format: Journal Article
• Language: English
• Published: Berlin De Gruyter 01.12.2022; Walter de Gruyter GmbH
• Subjects: 60F10; 60G22; 60H20; 60H40; Asymptotic properties; Brownian motion; contraction principle; Differential equations; Fractional Brownian motion; large deviation principle; mixed stochastic differential equation; Poisson process; stochastic differential equation; Temporal distribution

We study the asymptotic behavior of a solution of a mixed differential equation driven by independent fractional Brownian motion with Hurst index and compensated Poisson process. This study consists in determining the uniform Freidlin–Wentzell estimates in a temporal distribution space.