Large deviation principle for reflected diffusion process fractional Brownian motion

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.

Bibliographic Details
Main Authors: Raphael Diatta, Ibrahima Sané, Alassane Diédhiou
Format: Article
Language:English
Published: ATNAA 2021-01-01
Series:Advances in the Theory of Nonlinear Analysis and its Applications
Subjects:
fractional brownian motion
large deviation principle
contraction principle
skorohod problem
reflected stochastic differential equation
Online Access:https://dergipark.org.tr/tr/download/article-file/1197349

Internet

https://dergipark.org.tr/tr/download/article-file/1197349

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