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arXiv · 2501.11394

Large deviations for sticky-reflecting Brownian motion with boundary diffusion

Jean-Baptiste Casteras·Leonard Monsaingeon·Luca Nenna
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Abstract

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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Jean-Baptiste Casteras, Leonard Monsaingeon, Luca Nenna. 2025-01-20. Large deviations for sticky-reflecting Brownian motion with boundary diffusion. https://arxiv.org/abs/2501.11394

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