Large deviations for stochastic differential equations driven by semimartingales

Q. Huang^ab, W. Wei^c, J. Duan<sup>d

a</sup> Group of Mathematical Physics (GFMUL), Department of Mathematics, Faculty of Sciences, University of Lisbon, Lisboa, Portugal
^b Division of Mathematical Sciences, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore
^c Institute of Natural Sciences, Shanghai Jiao Tong University, Shanghai, P. R. China
^d Department of Mathematics and Department of Physics, Great Bay University, Dongguan, Guangdong, P. R. China

Received: 28.01.2022
Revised: 18.04.2022

Language: English

DOI: 10.4213/tvp5549