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 |