Small double limit with reflecting Wentzel boundary condition

DOI10.1515/rose-2021-2066zbMath1480.60064OpenAlexW3206979478MaRDI QIDQ2066935

Ibrahima Sane, Alassane Diédhiou

Publication date: 17 January 2022

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2021-2066

zbMATH Keywords

stochastic differential equationhomogenizationlarge deviationslocal timeWentzel boundary condition

Mathematics Subject Classification ID

Large deviations (60F10) PDEs with randomness, stochastic partial differential equations (35R60) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

Cites Work

• Unnamed Item
• Large deviations for diffusion processes with homogenization and applications
• The Gaussian measure of shifted balls
• A comparison of homogenization and large deviations, with applications to wavefront propagation
• On a Skorokhod problem with small double limit
• Local times on the boundary for multi-dimensional reflecting diffusion

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