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arXiv · 1002.3290

Uniform Large deviations for infinite dimensional stochastic systems with jumps

Vasileios Maroulas
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Abstract

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 i.i.d real Brownian motions and a Poisson random measure was shown in [5].

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Vasileios Maroulas. 2010-02-17. Uniform Large deviations for infinite dimensional stochastic systems with jumps. https://doi.org/10.1112/s0025579310001282

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