Large Deviations estimates for some non-local equations I. Fast decaying kernels and explicit bounds

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 examp...

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Bibliographic Details
Published in:Nonlinear analysis 2009, Vol.71, p.5572-5586
Main Authors: Brändle, Cristina, Chasseigne, Emmanuel
Format: Article
Language:English
Subjects:
Analysis of PDEs
Mathematics
Online Access:Get full text
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Summary: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.
ISSN:0362-546X
1873-5215