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

Clement Manga Alioune Coulibaly Alassane Diedhiou

*Corresponding author: Alioune Coulibaly a.coulibaly5649@zig.univ.sn

Math2019,5,1369doi:10.3934/math.2019.5.1369

We provide a large deviation principle for jumps and stochastic diffusion processes, according to a viscosity coefficient (ε) and a small scaling parameter (δ) 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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