226 citations · 612 across the 43 of their papers we have counts for
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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.PR2018★ 125 cited
Stochastic epidemics in a homogeneous community
Tom Britton, Etienne Pardoux
These notes describe stochastic epidemics in a homogenous community. Our main concern is stochastic compartmental models (i.e. models where each individual belongs to a compartment…