On a Wiener-Poisson equation with rapidly fluctuating coefficients: application to large deviations
Authors
Alioune Coulibaly
- Amadou Mahtar Mbow University of Dakar, Senegal.
Mouhamad Mounirou Allaya
- Iba Der Thiam University of Thies, Senegal.
Abstract
In this paper, we deal with a stochastic differential equation with fast oscillating coefficients and with respect to a Brownian motion and a Poisson random measure. The large deviation principle of solution is established, and the effect of the highly nonlinear and locally periodic coefficients is stated. Moreover, we derive an explicit expression for the action functional when the viscosity parameter \(\varepsilon\) is of order \(1\) while the homogenization parameter \(\delta_{\varepsilon}\) tends to zero.
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ISRP Style
Alioune Coulibaly, Mouhamad Mounirou Allaya, On a Wiener-Poisson equation with rapidly fluctuating coefficients: application to large deviations, Journal of Nonlinear Sciences and Applications, 14 (2021), no. 6, 440--451
AMA Style
Coulibaly Alioune, Allaya Mouhamad Mounirou, On a Wiener-Poisson equation with rapidly fluctuating coefficients: application to large deviations. J. Nonlinear Sci. Appl. (2021); 14(6):440--451
Chicago/Turabian Style
Coulibaly, Alioune, Allaya, Mouhamad Mounirou. "On a Wiener-Poisson equation with rapidly fluctuating coefficients: application to large deviations." Journal of Nonlinear Sciences and Applications, 14, no. 6 (2021): 440--451
Keywords
- Large deviation principle
- homogenization
- Levy process
- Legendre-Fenchel transform
MSC
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