具有hÖlderian范数反射的随机volterra方程的大偏差

Advances in Mathematics: Scientific Journal Pub Date : 2023-08-24 DOI:10.37418/amsj.12.8.4

R. A. Randrianomenjanahary, T. Rabeherimanana

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引用次数: 0

摘要

本文利用Azencott方法研究了Hölderian范数反射的Volterra过程的大偏差原理\textbf{(ldp)}。作为应用，我们得到了具有Hurst参数$H \in [\frac{1}{2},1)$的分数阶布朗运动驱动的微扰反射扩散过程的大偏差原理\textbf{(ldp)}。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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LARGE DEVIATIONS FOR STOCHASTIC VOLTERRA EQUATIONS WITH REFLECTION IN HÖLDERIAN NORM

In this paper, we study the large deviations principle \textbf{(LDP)} of the Volterra process with reflection in H\"olderian norm by using the Azencott method. As an application, we obtain the large deviations principle \textbf{(LDP)} of a perturbed reflected diffusion process driven by the Fractional Brownian Motion with Hurst parameter $H \in [\frac{1}{2},1)$.

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Advances in Mathematics: Scientific Journal

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