On some stochastic differential equations with jumps subject to small positives coefficients

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Tytuł:: On some stochastic differential equations with jumps subject to small positives coefficients
Autorzy:: Clement Manga
Alioune Coulibaly
Alassane Diedhiou
Temat:: homogenization
large deviations
laplace principle
Poisson point process of class (QL)
Mathematics
QA1-939
Źródło:: AIMS Mathematics, Vol 4, Iss 5, Pp 1369-1385 (2019)
Wydawca:: AIMS Press, 2019.
Rok publikacji:: 2019
Kolekcja:: LCC:Mathematics
Typ dokumentu:: article
Opis pliku:: electronic resource
Język:: English
ISSN:: 2473-6988
Relacje:: https://www.aimspress.com/article/10.3934/math.2019.5.1369/fulltext.html; https://doaj.org/toc/2473-6988
DOI:: 10.3934/math.2019.5.1369/fulltext.html
Dostęp URL:: https://doaj.org/article/36d17d3394c14010b0822973fdd531fb Link otwiera się w nowym oknie
Numer akcesji:: edsdoj.36d17d3394c14010b0822973fdd531fb
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We provide a large deviation principle for jumps and stochastic diffusion processes, according to a viscosity coefficient (ε) and a small scaling parameter (δ) both going at the same rate. To do so we have to come up with estimates on the moment Lyapunov function trajectories.

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