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On jumps stochastic slowly diffusion equations with fast oscillation coefficients
C. Manga, A. Aman, A. Coulibaly, A. Diédhiou · 2019-09-16 · via math.PR updates on arXiv.org

We present a large deviation principle for some stochastic evolution equations with jumps which depend on two small parameters, when the viscosity parameter ε tends to zero more quickly than the homogenization's one δε (written as a function of ε). 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.

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