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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2501.11394 |
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| _version_ | 1866913656729501696 |
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| author | Casteras, Jean-Baptiste Monsaingeon, Leonard Nenna, Luca |
| author_facet | Casteras, Jean-Baptiste Monsaingeon, Leonard Nenna, Luca |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_11394 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Large deviations for sticky-reflecting Brownian motion with boundary diffusion Casteras, Jean-Baptiste Monsaingeon, Leonard Nenna, Luca Analysis of PDEs Optimization and Control Probability 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. |
| title | Large deviations for sticky-reflecting Brownian motion with boundary diffusion |
| topic | Analysis of PDEs Optimization and Control Probability |
| url | https://arxiv.org/abs/2501.11394 |