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AIMS Mathematics

2019, Volume 4, Issue 5: 1369-1385. doi: 10.3934/math.2019.5.1369
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Research article

On some stochastic differential equations with jumps subject to small positives coefficients

  • Laboratory of Mathematics and Applications, UFR Sciences & Technologies, University of Assane SecK, UASZ, BP 523, Ziguinchor, Senegal
  • Received: 17 April 2019 Accepted: 28 August 2019 Published: 11 September 2019

  • MSC : 35B27, 35K57, 60F10, 60H15

  • We provide a large deviation principle for jumps and stochastic diffusion processes, according to a viscosity coefficient ($\varepsilon$) and a small scaling parameter ($\delta$) both going at the same rate. To do so we have to come up with estimates on the moment Lyapunov function trajectories.

    Citation: Clement Manga, Alioune Coulibaly, Alassane Diedhiou. On some stochastic differential equations with jumps subject to small positives coefficients[J]. AIMS Mathematics, 2019, 4(5): 1369-1385. doi: 10.3934/math.2019.5.1369

    Related Papers:

  • We provide a large deviation principle for jumps and stochastic diffusion processes, according to a viscosity coefficient ($\varepsilon$) and a small scaling parameter ($\delta$) both going at the same rate. To do so we have to come up with estimates on the moment Lyapunov function trajectories.


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  • © 2019 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
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