Year: 2019
Type: preprint
Abstract: We present a large deviation principle for some stochastic evolution equations with jumps which depend on two small parameters, when the viscosity parameter ε tends to zero more quickly than the homogenization's one δε (written as a function of ε). In particular, we highlighted a large deviation principle in path-space using some classical techniques and a uniform upper bound for the characteristic function of a Feller process.
Source: arXiv (Cornell University)
Authors: Manga, C., Aman, A., Coulibaly, A., Diédhiou, A.
Institution: Université Félix Houphouët-Boigny
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2972394447