一类非局部方程的大偏差估计I.快速衰减核与显式界
Large Deviations estimates for some non-local equations I. Fast decaying kernels and explicit bounds
摘要:
研究了一类非局部抛物型方程的大偏差。我们证明了,在非局部项的一些假设下,定义在有界区域中的问题以指数速度收敛到定义在整个空间中的问题的解。我们在不同的例子中计算这个速率,用不同的内核定义非局部项,事实证明,收敛的估计强烈依赖于该内核在无穷远处的衰减。
英文摘要:
We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined in the whole space. We compute this rate in different examples, with different kernels defining the non-local term, and it turns out that the estimate of convergence depends strongly on the decay at infinity of that kernel.
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