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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Conventions and Notations (1) The measure space (M;M; d ) is interpreted as having M as the underly set, M the sigma algebra on M , and d the mesaure on M: If M is a metric space then M is taken as the sigma algebra generated by all its metric-open sets. (2) For two measure spaces (M;M; d ) ; (M1;M1; d 1) and (M M1;M M1; d d 1) is their product measure space. All measurs in the paper are consid...
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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