In this paper we establish a large deviation principle for solution of perturbed reected stochastic dierential equations driven by a fractional Brownian motion B H t with Hurst index H ∈ (0; 1). The key is to prove a uniform Freidlin-Wentzell estimates of solution.
Abstract:We develop homogenization results of a degenerate semilinear PDE with a Wentzell-type boundary condition. The second order operator is also degenerate. Our approach is entirely probabilistic, and extends the result of Diakhaby and Ouknine [3].
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