带跳的平均场随机微分方程的中偏差

Moderate deviations for mean-field stochastic differential equations with jumps

平均场随机微分方程是一类在众多工程和科学领域具有广泛应用的随机模型.本文利用弱收敛的方法建立由Poisson随机测度驱动的平均场随机微分方程的中偏差原理.

The mean-field stochastic differential equations have various applications in engineering and science.A moderate deviation principle for mean-field stochastic differential equations driven by Poisson random measure is established. The weak convergence method plays a key role.