Large deviation principle for Reflected Stochastic Differential Equations driven by G-Brownian motion in non-convex domains

被引：0

作者：

Hima, Abdoulaye Soumana ^{[1
]}

Dakaou, Ibrahim ^{[1
]}

机构：

[1] Univ Dan Dicko Dankoulodo Maradi, Dept Math, BP 465, Maradi, Niger

来源：

STATISTICS & PROBABILITY LETTERS | 2023年 / 193卷

关键词：

Large deviations; Skorohod problem; G-Brownian motion; Stochastic differential equations; Non-convex reflecting boundaries;

D O I：

10.1016/j.spl.2022.109707

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we establish a large deviation principle for the solution of Reflected Stochastic Differential Equations driven by G-Brownian motion in non-convex domains. Moreover, we prove that the solution converges to the solution of a deterministic Skorohod equation.(c) 2022 Elsevier B.V. All rights reserved.

引用

页数：12

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