Large Deviations estimates for some non-local equations. General bounds and applications

Cristina Brändle, Emmanuel Chasseigne

Large deviation estimates for the following linear parabolic equation are studied: \[ \frac{\partial u}{\partial t}=\tr\Big(a(x)D^2u\Big) + b(x)\cdot D u + \int_{\R^N} \Big\{(u(x+y…