The mean-field stochastic differential equation (MFSDE) has found various applications in science and engineering. Here, we investigate a class of MFSDE with jumps, governed by a finite dimensional Brownian motion and a Poisson random measure. We study large deviation estimates of its path solution and our approach for verifying the large deviation principle is based on the weak convergence arguments.
- Mean-field stochastic differential equation
- Poisson random measure
- Uniform large deviation principle
- Weak convergence method
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty