Abstract

In this paper, we study the large deviations principle \textbf{(LDP)} of the Volterra process with reflection in H\"olderian norm by using the Azencott method. As an application, we obtain the large deviations principle \textbf{(LDP)} of a perturbed reflected diffusion process driven by the Fractional Brownian Motion with Hurst parameter $H \in [\frac{1}{2},1)$.

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.