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

Author

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  • Cl´ement Manga
  • Alioune Coulibaly
  • Alassane Diedhiou

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.

Suggested Citation

  • Cl´ement Manga & Alioune Coulibaly & Alassane Diedhiou, 2019. "On Jumps Stochastic Evolution Equations With Application of Homogenization and Large Deviations," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 11(2), pages 125-134, April.
    • Handle: RePEc:ibn:jmrjnl:v:11:y:2019:i:2:p:125
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    References listed on IDEAS

    as
    1. Freidlin, Mark I. & Sowers, Richard B., 1999. "A comparison of homogenization and large deviations, with applications to wavefront propagation," Stochastic Processes and their Applications, Elsevier, vol. 82(1), pages 23-52, July.
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    More about this item

    Keywords

    Homogenization; Large Deviations; Laplace principle; Poisson point process of class (QL);
    All these keywords.

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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