具有反映Wentzel边界条件的小双极限

IF 0.3 Q4 STATISTICS & PROBABILITY

Random Operators and Stochastic Equations Pub Date : 2021-10-21 DOI:10.1515/rose-2021-2066

Ibrahima Sané, A. Diédhiou

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引用次数: 0

摘要

摘要给出了反映Wentzel边界条件的随机微分方程在均匀化参数δ和大偏差参数ε趋于零时δ ε {\frac{\delta}{\varepsilon}}趋于0的大偏差原理。这里，我们假设均匀化参数比大偏差参数收敛得足够快。此外，我们将明确相关的速率函数。

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Small double limit with reflecting Wentzel boundary condition

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.

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来源期刊

Random Operators and Stochastic Equations STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

25.00%

发文量