Moderate deviations for recursive stochastic algorithms (Q3466705): Difference between revisions

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+Moderate deviations for recursive stochastic algorithms
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+MaRDI publication profile
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+math.PR
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+.6055
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+M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres
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+Large deviations and stochastic homogenization
@@ Property / cites work: Large deviations and stochastic homogenization / rank @@
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+On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling
+Normal rank
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+A variational representation for certain functionals of Brownian motion
+Normal rank
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+Variational representations for continuous time processes
+Normal rank
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+Moderate deviations for empirical measures of Markov chains: Upper bounds
+Normal rank
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+Moderate deviations for empirical measures of Markov chains: Lower bounds
+Normal rank
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+Splitting for rare event simulation: A large deviation approach to design and analysis
+Normal rank
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+Moderate deviations for martingales with bounded jumps
+Normal rank
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+Q3134548
@@ Property / cites work: Q3134548 / rank @@
+Normal rank
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+Moderate deviations for martingale differences and applications to φ -mixing sequences
+Normal rank
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+Q4388221
@@ Property / cites work: Q4388221 / rank @@
+Normal rank
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+Importance Sampling, Large Deviations, and Differential Games
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+Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
+Normal rank
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+Q3672830
@@ Property / cites work: Q3672830 / rank @@
+Normal rank
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+Moderate deviations for martingales and mixing random processes
+Normal rank
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+Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging.
+Normal rank
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+Averaging principle of SDE with small diffusion: Moderate deviations
+Normal rank
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+Q4040931
@@ Property / cites work: Q4040931 / rank @@
+Normal rank
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+Rough Limit Theorems on Large Deviations for Markov Stochastic Processes. IV
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