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- Title
Small double limit with reflecting Wentzel boundary condition.
- Authors
Sane, Ibrahima; Diedhiou, Alassane
- Abstract
We provide a large deviation principle on the stochastic differential equations with reflecting Wentzel boundary condition if δ ε {\frac{\delta}{\varepsilon}} tends to 0 when the two parameters δ (homogenization parameter) and ε (the large deviations parameter) tend to zero. Here, we suppose that the homogenization parameter converges sufficiently quickly more than the large deviations parameter. Furthermore, we will make explicit the associated rate function.
- Subjects
STOCHASTIC differential equations; LARGE deviations (Mathematics)
- Publication
Random Operators & Stochastic Equations, 2021, Vol 29, Issue 4, p279
- ISSN
0926-6364
- Publication type
Article
- DOI
10.1515/rose-2021-2066