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

Abstract

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.

Keywords

• homogenization
• large deviations
• laplace principle
• Poisson point process of class (QL)