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arXiv · 1808.04621

Large Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models

Etienne Pardoux·Brice Samegni-Kepgnou
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Abstract

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 of attraction of a locally stable equilibrium associated with its law of large numbers. Two examples are described in which we verify the assumptions that we make to establish the large deviation principle.

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Etienne Pardoux, Brice Samegni-Kepgnou. 2018-08-14. Large Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models. https://arxiv.org/abs/1808.04621

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