Large deviations estimates for some non-local equations: fast decaying kernels and explicit bounds

DOI10.1016/J.NA.2009.04.059zbMath1226.60041arXiv0811.4486OpenAlexW1559945209MaRDI QIDQ732589

Emmanuel Chasseigne, Cristina Brändle

Publication date: 9 October 2009

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.4486

zbMATH Keywords

Hamilton-Jacobi equationlarge deviationsnon-local diffusionLévy operators

Mathematics Subject Classification ID

Large deviations (60F10) Theoretical approximation in context of PDEs (35A35) Integro-partial differential equations (35R09)

Related Items (2)

Large deviation estimates for some nonlocal equations. General bounds and applications ⋮ Singular Limits for Reaction-Diffusion Equations with Fractional Laplacian and Local or Nonlocal Nonlinearity

Cites Work

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• Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
• Asymptotic behavior for nonlocal diffusion equations
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Viscosity Solutions of Hamilton-Jacobi Equations
• CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY
• On the Dirichlet problem for second-order elliptic integro-differential equations
• Large deviations

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