Pré-Publication, Document De Travail Année : 2025

Large deviations for sticky-reflecting Brownian motion with boundary diffusion

Résumé

We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on whether the tangential boundary diffusion is faster or slower than in the interior of the domain. The resulting intrinsic distance naturally gives rise to a novel optimal transport model, where motion and kinetic energy are treated differently in the interior and along the boundary.
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Dates et versions

hal-04895784 , version 1 (18-01-2025)

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  • HAL Id : hal-04895784 , version 1

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Jean-Baptiste Casteras, Leonard Monsaingeon, Luca Nenna. Large deviations for sticky-reflecting Brownian motion with boundary diffusion. 2025. ⟨hal-04895784⟩
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