{"title":"LARGE DEVIATIONS FOR STOCHASTIC VOLTERRA EQUATIONS WITH REFLECTION IN HÖLDERIAN NORM","authors":"R. A. Randrianomenjanahary, T. Rabeherimanana","doi":"10.37418/amsj.12.8.4","DOIUrl":null,"url":null,"abstract":"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 $H \\in [\\frac{1}{2},1)$.","PeriodicalId":231117,"journal":{"name":"Advances in Mathematics: Scientific Journal","volume":"45 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Advances in Mathematics: Scientific Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.37418/amsj.12.8.4","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
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 $H \in [\frac{1}{2},1)$.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
