most citedLarge Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models

3 citations · 6 across the 3 of their papers we have counts for

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3 papers

math.PR2018

Large Deviations of the Exit Measure through a Characteristic Boundary for a Poisson driven SDE

Etienne Pardoux, Brice Samegni-Kepgnou

Let O the basin of attraction of the unique stable equilibrium of a dynamical system, which is the law of large numbers limit of a Poissonian SDE. We consider the law of the exit p…

math.PR2018★ 3 cited

Large Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models

Etienne Pardoux, Brice Samegni-Kepgnou

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…

math.PR2016★ 3 cited

Large deviation principle for Poisson driven SDEs in epidemic models

Etienne Pardoux, Brice Samegni-Kepgnou

We consider a general class of epidemic models obtained by applying a random time change to a collection of Poisson processes and we show the large deviation principle for such mod…