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LARGE DEVIATIONS FOR INFINITE-DIMENSIONAL STOCHASTIC SYSTEMS WITH JUMPS

Part of:Limit theoremsInfinite-dimensional dissipative dynamical systems

Published online by Cambridge University Press:  21 December 2010

Vasileios Maroulas
Vasileios Maroulas*
Affiliation:
Department of Mathematics, University of Tennessee, Knoxville, TN 37996, U.S.A (email: maroulas@math.utk.edu)

Abstract

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Uniform large deviation principles for positive functionals of all equivalent types of infinite-dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational representation formula, which for an infinite sequence of independent and identically distributed real Brownian motions and a Poisson random measure was shown in [A. Budhiraja, P. Dupuis and V. Maroulas, Variational representations for continuous time processes. Ann. Inst. H. Poincaré (to appear)].

MSC classification

Secondary:60F10: Large deviations37L55: Infinite-dimensional random dynamical systems; stochastic equations

Information

Type
Research Article
Information
Mathematika , Volume 57 , Issue 1 , January 2011, pp. 175 - 192
Copyright
Copyright © University College London 2011

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