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20192025
most citedAn Optimal Control Method to Compute the Most Likely Transition Path for Stochastic Dynamical Systems with Jumps

11 citations · 28 across the 10 of their papers we have counts for

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Showing 2021 · math.PRShow all

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math.PR2021

Large Deviations for SDE driven by Heavy-tailed Lévy Processes

Wei Wei, Qiao Huang, Jinqiao Duan

We obtain sample-path large deviations for a class of one-dimensional stochastic differential equations with bounded drifts and heavy-tailed Lévy processes. These heavy-tailed Lévy…