On Jumps Stochastic Evolution Equations With Application of Homogenization and Large Deviations
Cl ́ement Manga, Alioune Coulibaly, Alassane Diédhiou · Journal of Mathematics Research · 2019
We consider a class of jumps and diffusion stochastic differential equations which are perturbed by to two parameters: ε (viscosity parameter) and δ (homogenization parameter) both tending to zero. We analyse the problem taking into account the combinatorial effects of the two parameters ε and δ . We prove a Large Deviations Principle estimate for jumps stochastic evolution equation in case that homogenization dominates.