{
  "id": "1401.7316",
  "version": "v1",
  "published": "2014-01-28T20:29:57.000Z",
  "updated": "2014-01-28T20:29:57.000Z",
  "title": "Moderate Deviation Principles for Stochastic Differential Equations with Jumps",
  "authors": [
    "Amarjit Budhiraja",
    "Paul Dupuis",
    "Arnab Ganguly"
  ],
  "comment": "53 pages. arXiv admin note: text overlap with arXiv:1211.0466 by other authors",
  "categories": [
    "math.PR"
  ],
  "abstract": "Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a variational representation for expected values of positive functionals of a PRM.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-01-28T20:29:57.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10",
      "60H15",
      "60J75",
      "60J25"
    ],
    "keywords": [
      "moderate deviation principles",
      "stochastic differential equations driven",
      "poisson random measure",
      "variational representation",
      "infinite dimensions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 53,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1401.7316B"
    }
  }
}