Large deviation principle for reflected diffusion process fractional Brownian motion
In this paper we establish a large deviation principle for solution of perturbed reflected stochastic differential equations driven by a fractional Brownian motion BH t with Hurst index H ∈ (0; 1). The key is to prove a uniform Freidlin-Wentzell estimates of solution.
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
ATNAA
2021-01-01
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| Series: | Advances in the Theory of Nonlinear Analysis and its Applications |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/download/article-file/1197349 |
| _version_ | 1797912510388502528 |
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| author | Raphael Diatta Ibrahima Sané Alassane Diédhiou |
| author_facet | Raphael Diatta Ibrahima Sané Alassane Diédhiou |
| author_sort | Raphael Diatta |
| collection | DOAJ |
| description | In this paper we establish a large deviation principle for solution of perturbed reflected stochastic differential equations driven by a fractional Brownian motion BH
t with Hurst index H ∈ (0; 1). The key is to prove a uniform Freidlin-Wentzell estimates of solution. |
| first_indexed | 2024-04-10T11:58:14Z |
| format | Article |
| id | doaj.art-6affb875d90d489e8d1406f81d9db6eb |
| institution | Directory Open Access Journal |
| issn | 2587-2648 2587-2648 |
| language | English |
| last_indexed | 2024-04-10T11:58:14Z |
| publishDate | 2021-01-01 |
| publisher | ATNAA |
| record_format | Article |
| series | Advances in the Theory of Nonlinear Analysis and its Applications |
| spelling | doaj.art-6affb875d90d489e8d1406f81d9db6eb2023-02-15T16:16:45ZengATNAAAdvances in the Theory of Nonlinear Analysis and its Applications2587-26482587-26482021-01-0151127137https://doi.org/10.31197/atnaa.767867Large deviation principle for reflected diffusion process fractional Brownian motionRaphael DiattaIbrahima SanéAlassane DiédhiouIn this paper we establish a large deviation principle for solution of perturbed reflected stochastic differential equations driven by a fractional Brownian motion BH t with Hurst index H ∈ (0; 1). The key is to prove a uniform Freidlin-Wentzell estimates of solution.https://dergipark.org.tr/tr/download/article-file/1197349fractional brownian motionlarge deviation principlecontraction principleskorohod problemreflected stochastic differential equation |
| spellingShingle | Raphael Diatta Ibrahima Sané Alassane Diédhiou Large deviation principle for reflected diffusion process fractional Brownian motion Advances in the Theory of Nonlinear Analysis and its Applications fractional brownian motion large deviation principle contraction principle skorohod problem reflected stochastic differential equation |
| title | Large deviation principle for reflected diffusion process fractional Brownian motion |
| title_full | Large deviation principle for reflected diffusion process fractional Brownian motion |
| title_fullStr | Large deviation principle for reflected diffusion process fractional Brownian motion |
| title_full_unstemmed | Large deviation principle for reflected diffusion process fractional Brownian motion |
| title_short | Large deviation principle for reflected diffusion process fractional Brownian motion |
| title_sort | large deviation principle for reflected diffusion process fractional brownian motion |
| topic | fractional brownian motion large deviation principle contraction principle skorohod problem reflected stochastic differential equation |
| url | https://dergipark.org.tr/tr/download/article-file/1197349 |
| work_keys_str_mv | AT raphaeldiatta largedeviationprincipleforreflecteddiffusionprocessfractionalbrownianmotion AT ibrahimasane largedeviationprincipleforreflecteddiffusionprocessfractionalbrownianmotion AT alassanediedhiou largedeviationprincipleforreflecteddiffusionprocessfractionalbrownianmotion |