Large Deviation Principle for Stochastic Differential System Pertubated by a Rapid Process in the Besov-Orlicz Topology
Randrianomenjanahary Rado Abraham & Rabeherimanana Toussaint Joseph · Journal of Advances in Mathematics and Computer Science · 2020
In this study, we want to analyze a large deviation principle associated with a family process x ϵ = (x ϵ t ), t ≥ 0 in the Besov-Orlicz space whose drift coefficient is additionally perturbed by a strictly stationary process ζ = (ζt), t ≥ 0, defined on the probability space (Ω,...
Open access
Research Article
10.9734/jamcs/2020/v35i130244