Moderate Deviation Principles for Stochastic Differential Equations with   Jumps
  Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a variational representation for expected values of positive functionals of a PRM. 
Amarjit Budhiraja, Paul Dupuis, Arnab Ganguly
math.PR