Perturbed Skorohod equations and perturbed reflected diffusion processes
نویسندگان
چکیده
منابع مشابه
Large Deviations for Perturbed Reflected Diffusion Processes
In this article, we establish a large deviation principle for the solutions of perturbed reflected diffusion processes. The key is to prove a uniform Freidlin-Ventzell estimates of perturbed diffusion processes.
متن کاملPerturbed and Non-perturbed Brownian Taboo Processes
– In this paper we study the Brownian taboo process, which is a version of Brownian motion conditioned to stay within a finite interval, and the α-perturbed Brownian taboo process, which is an analogous version of an α-perturbed Brownian motion.We are particularly interested in the asymptotic behaviour of the supremum of the taboo process, and our main results give integral tests for upper and ...
متن کاملNumerical method for singularly perturbed fourth order ordinary differential equations of convection-diffusion type
In this paper, we have proposed a numerical method for singularly perturbed fourth order ordinary differential equations of convection-diffusion type. The numerical method combines boundary value technique, asymptotic expansion approximation, shooting method and finite difference method. In order to get a numerical solution for the derivative of the solution, the given interval is divided in...
متن کاملPerturbed Lie Symmetry and Systems of Non-Linear Diffusion Equations
The method of one parameter, point symmetric, approximate Lie group invariants is applied to the problem of determining solutions of systems of pure one-dimensional, diffusion equations. The equations are taken to be non-linear in the dependent variables but otherwise homogeneous. Moreover, the matrix of diffusion coefficients is taken to differ from a constant matrix by a linear perturbation w...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincare (B) Probability and Statistics
سال: 2005
ISSN: 0246-0203
DOI: 10.1016/j.anihpb.2004.03.005