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.


This work is licensed under a Creative Commons Attribution 4.0 License.