Large deviation principle for reflected stochastic differential equations driven by G-Brownian motion in non-convex domains

DOI10.1016/j.spl.2022.109707zbMath1504.60093OpenAlexW4306181845WikidataQ115341046 ScholiaQ115341046MaRDI QIDQ2105378

Abdoulaye Soumana Hima, Ibrahim Dakaou

Publication date: 8 December 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109707

zbMATH Keywords

stochastic differential equationslarge deviationsG-Brownian motionSkorohod problemnon-convex reflecting boundaries

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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