On Jumps Stochastic Evolution Equations With Application of Homogenization and Large Deviations
- 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.- Full Text:
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- DOI:10.5539/jmr.v11n2p125
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