Large Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models

Abstract

We establish a large deviation principle for a reflected Poisson driven SDE. Our motivation is to study in a forthcoming paper the problem of exit of such a process from the basin of attraction of a locally stable equilibrium associated with its law of large numbers. Two examples are described in which we verify the assumptions that we make to establish the large deviation principle.

Submitted paper

Cited by in corpus (1)

• Recent Advances in Epidemic Modeling: Non-Markov Stochastic Models and their Scaling Limits