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On jumps stochastic slowly diffusion equations with fast oscillation coefficients (1909.07300v3)
Published 16 Sep 2019 in math.DS and math.PR
Abstract: We present a large deviation principle for some stochastic evolution equations with jumps which depend on two small parameters, when the viscosity parameter {\epsilon} tends to zero more quickly than the homogenization's one {\delta}{\epsilon} (written as a function of {\epsilon}). In particular, we highlighted a large deviation principle in path-space using some classical techniques and a uniform upper bound for the characteristic function of a Feller process.