
























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 joint exponential tightness assumption for noise-control-solution triplets and no uniform exponential tightness assumption for noise.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。