Large deviations for stochastic differential delay equations with Lévy noises

Abstract

In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergence method plays an important role.

This paper has been withdrawn by the author due to a gap in the proof of Proposition 3.2. arXiv admin note: text overlap with arXiv:1211.0466, arXiv:1203.4020 by other authors