Abstract
ABSTRACTLarge deviation principle (LDP) for the invariant measures of stochastic differential equations with jumps is obtained. First, we prove given as the solutions of the stochastic differential equations have invariant measures . In order to ensure the uniqueness of the invariant measures, the strong Feller property and irreducibility for the Markov semigroup are proved. Moreover, the LDP for the invariant measures is established. The proof of the LDP for is based on the LDP for , which have been studied by Budhiraja et al. [5].
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