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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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