Large deviation principle for reflected diffusion process fractional Brownian motion

نویسندگان

چکیده

In this paper we establish a large deviation principle for solution of perturbed reflected stochastic differential equations driven by fractional Brownian motion B^H with Hurst index H ∈ (0;1). The key is to prove uniform Freidlin-Wentzell estimates on the set continuous square integrable functions in dual Schwartz space . We have built whole interval (0;1) new approch different from that Y. Inahama [10] LDP εBH [6].Thanks process diffusion via contraction space.The existence and uniqueness solutions such (1) (2) are obtained [7].

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ژورنال

عنوان ژورنال: Advances in the theory of nonlinear analysis and its applications

سال: 2021

ISSN: ['2587-2648']

DOI: https://doi.org/10.31197/atnaa.767867