On jumps stochastic slowly diffusion equations with fast oscillation coefficients
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Publication:6325402
arXiv1909.07300MaRDI QIDQ6325402FDOQ6325402
Authors: Clément Manga, Auguste Aman, Alioune Coulibaly, Alassane Diédhiou 
Publication date: 16 September 2019
Abstract: We present a large deviation principle for some stochastic evolution equations with jumps which depend on two small parameters, when the viscosity parameter {epsilon} tends to zero more quickly than the homogenization's one {delta}{epsilon} (written as a function of {epsilon}). In particular, we highlighted a large deviation principle in path-space using some classical techniques and a uniform upper bound for the characteristic function of a Feller process.
Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuous-time Markov processes on general state spaces (60J25) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Reaction-diffusion equations (35K57) Stable stochastic processes (60G52)
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