On Jumps Stochastic Evolution Equations With Application of Homogenization and Large Deviations

Cl´ement Manga, Alioune Coulibaly and Alassane Diedhiou

Journal of Mathematics Research, 2019, vol. 11, issue 2, 125-134

Abstract: We consider a class of jumps and diffusion stochastic differential equations which are perturbed by to two parameters: ε (viscosity parameter) and δ (homogenization parameter) both tending to zero. We analyse the problem taking into account the combinatorial effects of the two parameters ε and δ . We prove a Large Deviations Principle estimate for jumps stochastic evolution equation in case that homogenization dominates.

Keywords: Homogenization; Large Deviations; Laplace principle; Poisson point process of class (QL) (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:ibn:jmrjnl:v:11:y:2019:i:2:p:125

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