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Large deviation principle for a mixed fractional, jump and local process | ||
International Journal of Nonlinear Analysis and Applications | ||
مقاله 15، دوره 16، شماره 6، شهریور 2025، صفحه 161-171 اصل مقاله (390.53 K) | ||
نوع مقاله: Review articles | ||
شناسه دیجیتال (DOI): 10.22075/ijnaa.2024.26073.3218 | ||
نویسندگان | ||
Ibrahima Sane* ؛ Raphael Diatta؛ Clément Manga؛ Alassane Diedhiou | ||
Université Assane Seck, Département de Mathématiques, Laboratoire Mathématiques et Applications, B.P. 523, Ziguinchor, Sénégal | ||
تاریخ دریافت: 07 بهمن 1400، تاریخ بازنگری: 26 بهمن 1401، تاریخ پذیرش: 14 اردیبهشت 1403 | ||
چکیده | ||
We study the asymptotic behavior of a solution of a mixed differential equation driven by an independent fractional Brownian motion with Hurst index $H\in (0; 1)$ and compensated Poisson process and a local time. This study consists in determining the uniform Freidlin-Wentzell estimates in a temporal distribution space $\mathcal{S'(\mathbb{R})}$. The approach is purely probabilistic. | ||
کلیدواژهها | ||
Large deviations principle؛ Fractional Brownian motion؛ Principle contraction؛ Poisson process؛ Skorohod problem | ||
مراجع | ||
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