Moderate Deviation Principles for Stochastic Differential Equations with Jumps

Abstract

Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a variational representation for expected values of positive functionals of a PRM.

arXiv comment53 pages. arXiv admin note: text overlap with arXiv:1211.0466 by other authors