Large Deviations for Stochastic Differential Equations Driven by Semimartingales
Large Deviations for Stochastic Differential Equations Driven by Semimartingales
We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs satisfy a large deviation principle with some good rate function, so do the solution processes. There is no …