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
{"title":"具有反映Wentzel边界条件的小双极限","authors":"Ibrahima Sané, A. Diédhiou","doi":"10.1515/rose-2021-2066","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":null,"pages":null},"PeriodicalIF":0.3000,"publicationDate":"2021-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Small double limit with reflecting Wentzel boundary condition\",\"authors\":\"Ibrahima Sané, A. Diédhiou\",\"doi\":\"10.1515/rose-2021-2066\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":43421,\"journal\":{\"name\":\"Random Operators and Stochastic Equations\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2021-10-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Random Operators and Stochastic Equations\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/rose-2021-2066\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2021-2066","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
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.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations STATISTICS & PROBABILITY-
CiteScore
0.60
自引率
25.00%
发文量
24
期刊最新文献
Existence results for boundary value problems of Hadamard fractional differential equations on unbounded domain Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein–Uhlenbeck process Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions The operators of stochastic calculus Differentiability of G-neutral stochastic differential equations with respect to parameter
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1