@article{666a350e19294e71bcc8be411bcaa1e0,
title = "Large Deviations for a Slow–Fast System with Jump-Diffusion Processes",
abstract = "A slow–fast system with jump-diffusion processes is considered. The large deviations are established via the weak convergence approach, which is based on the variational representations for functional of Poisson random measure and Brownian motion. We present an example to verify that the level of the asset price satisfies large deviations with small volatility.",
keywords = "Large deviations, Slow–fast system, Variational representation, Weak convergence method",
author = "Xiaoyu Yang and Yong Xu and Zhe Jiao",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s).",
year = "2022",
month = jun,
doi = "10.1007/s44198-022-00050-z",
language = "英语",
volume = "29",
pages = "331--348",
journal = "Journal of Nonlinear Mathematical Physics",
issn = "1402-9251",
publisher = "Springer Nature",
number = "2",
}