Abstract

We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such boundaries by imposing zero-current conditions, leading to Neumann or Robin boundary conditions, and how these conditions affect the driven process, which describes how large deviations arise in the long-time limit. The results are illustrated with the drifted Brownian motion and the Ornstein-Uhlenbeck process reflected at the origin. Other types of boundaries and applications are discussed.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.