Homogenization and large deviation with a fractional diffusion process

DOI10.16929/AS/2024.4173.341MaRDI QIDQ6875523zbMATH OpenFDO

Authors Ramatoulaye Dabo, Raphaël Diatta, Clément Manga

Publication date 13 January 2026

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/afrika-statistika/volume-19/issue-4/Homogenization-and-Large-deviation-with-a-fractional-diffusion-process/10.16929/as/2024.4173.341.full

zbMATH Keywords

fractional Brownian motionhomogenizationlarge deviationsstochastic differential equation

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Second-order parabolic equations (35K10) PDEs with randomness, stochastic partial differential equations (35R60) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites work

• A comparison of homogenization and large deviations, with applications to wavefront propagation
• An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
• Application of homogenization and large deviations to a parabolic semilinear equation
• Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
• Homogenization of periodic semilinear hypoelliptic PDEs
• scientific article; zbMATH DE number 4061989 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• Large deviation for several fractional Brownian motions and diffusion process
• Large deviations for diffusion processes with homogenization and applications
• On a Skorokhod problem with small double limit

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