Small Random Perturbations for Dynamical Systems with Reflecting Boundary in Besov-Orlicz Space
D. M. Rakotonirina *
Department of Mathematics and Informatica, Sciences and Technology Domain, Antananarivo University, B.P. 906, Ankatso 101, Madagascar.
J. H. Andriatahina
Department of Mathematics and Informatica, Sciences and Technology Domain, Antananarivo University, B.P. 906, Ankatso 101, Madagascar.
T. J. Rabeherimanana
Department of Mathematics and Informatica, Sciences and Technology Domain, Antananarivo University, B.P. 906, Ankatso 101, Madagascar.
*Author to whom correspondence should be addressed.
Abstract
This paper is devoted to prove Freidlin & Wentzell estimations for diffusion processes with reflecting boundary using a modification of Azencott’s method in Besov-Orlicz space defined by the Young function M2(x) = exp(x2) − 1.
Keywords: Large deviations principle, perturbed diffusion processes with reflecting boundary, Besov-Orlicz space.