Large deviations for the empirical measure of a diffusion via weak convergence methods (Q1639668): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spa.2017.09.020 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2766772220 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularity of invariant measures: The case of non-constant diffusion part / rank
 
Normal rank
Property / cites work
 
Property / cites work: A variational representation for certain functionals of Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)} / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviation properties of weakly interacting processes via weak convergence methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic evaluation of certain markov process expectations for large time, I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic evaluation of certain markov process expectations for large time, II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic evaluation of certain Markov process expectations for large time—III / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4388221 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the large deviation rate function for the empirical measures of reversible jump Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3409967 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A remark on the large deviations of an ergodic markov process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Large Deviations from the Invariant Measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elliptic partial differential equations of second order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of regime-switching stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A classification of diffusion processes with boundaries by their invariant measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: On evaluating the Donsker-Varadhan I-function / rank
 
Normal rank
Property / cites work
 
Property / cites work: The I-function for diffusion processes with boundaries / rank
 
Normal rank
Property / cites work
 
Property / cites work: Irreversible Langevin samplers and variance reduction: a large deviations approach / rank
 
Normal rank

Latest revision as of 21:31, 15 July 2024

scientific article
Language Label Description Also known as
English
Large deviations for the empirical measure of a diffusion via weak convergence methods
scientific article

    Statements

    Large deviations for the empirical measure of a diffusion via weak convergence methods (English)
    0 references
    0 references
    0 references
    13 June 2018
    0 references
    diffusion
    0 references
    empirical measure
    0 references
    large deviations
    0 references
    weak convergence method
    0 references

    Identifiers