Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899): Difference between revisions

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English	Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales	scientific article

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instance of

scholarly article

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title

Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (English)

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author

Arnab Ganguly

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published in

Stochastic Processes and their Applications

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publication date

1 June 2018

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full work available at URL

https://arxiv.org/abs/1101.5515

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zbMATH Keywords

large deviations

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stochastic integration

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stochastic differential equations

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exponential tightness

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Markov processes

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infinite dimensional semimartingales

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Banach space-valued semimartingales

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MaRDI profile type

MaRDI publication profile

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cites work

Q3875016

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Large deviation principle and inviscid shell models

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A variational representation for certain functionals of Brownian motion

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Large deviations for stochastic partial differential equations driven by a Poisson random measure

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Moderate deviation principles for stochastic differential equations with jumps

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Large deviations for infinite dimensional stochastic dynamical systems

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Large deviations for stochastic flows of diffeomorphisms

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Variational representations for continuous time processes

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LARGE DEVIATION PRINCIPLE FOR SOLUTIONS TO SDE DRIVEN BY MARTINGALE MEASURE

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Large deviations for vector-valued Lévy processes

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Q4355981

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Q4391441

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Q4692653

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Asymptotic evaluation of certain markov process expectations for large time, II

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Asymptotic evaluation of certain Markov process expectations for large time—III

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Large deviations for the Boussinesq equations under random influences

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Q4388221

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Q5711199

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Q3409967

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Exit probabilities and optimal stochastic control

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Q3712220

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Q4225410

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An extension of the contraction principle

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A large deviation principle for stochastic integrals

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Q4189915

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Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems

0 references

A basis theory primer.

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Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)

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Weak limit theorems for stochastic integrals and stochastic differential equations

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Q4895006

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Q4895011

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Limit theorems on large deviations for semimartingales

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Large deviations for stochastic evolution equations with small multiplicative noise

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Large deviations for the stochastic shell model of turbulence

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Large deviations for stochastic Flows and anticipating SDEs In besov-orlicz spaces

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Q3914121

0 references

Large deviations for a class of anticipating stochastic differential equations

0 references

Compactness in the theory of large deviations

0 references

Q4281428

0 references

Q4000065

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Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples

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Large deviations for stochastic tamed 3D Navier-Stokes equations

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Q2776774

0 references

Q5596501

0 references

Q3920145

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Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise

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Q4743520

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Asymptotic probabilities and differential equations

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Q3747436

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Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise

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Hybrid switching diffusions. Properties and applications

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Identifiers

zbMATH Open document ID

1391.60047

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DOI

10.1016/j.spa.2017.09.011

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1635899

@@ Property / cites work @@
+Q3875016
@@ Property / cites work: Q3875016 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviation principle and inviscid shell models
+Normal rank
@@ Property / cites work @@
+A variational representation for certain functionals of Brownian motion
+Normal rank
@@ Property / cites work @@
+Large deviations for stochastic partial differential equations driven by a Poisson random measure
+Normal rank
@@ Property / cites work @@
+Moderate deviation principles for stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Large deviations for infinite dimensional stochastic dynamical systems
+Normal rank
@@ Property / cites work @@
+Large deviations for stochastic flows of diffeomorphisms
+Normal rank
@@ Property / cites work @@
+Variational representations for continuous time processes
+Normal rank
@@ Property / cites work @@
+LARGE DEVIATION PRINCIPLE FOR SOLUTIONS TO SDE DRIVEN BY MARTINGALE MEASURE
+Normal rank
@@ Property / cites work @@
+Large deviations for vector-valued Lévy processes
+Normal rank
@@ Property / cites work @@
+Q4355981
@@ Property / cites work: Q4355981 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4391441
@@ Property / cites work: Q4391441 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692653
@@ Property / cites work: Q4692653 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic evaluation of certain markov process expectations for large time, II
+Normal rank
@@ Property / cites work @@
+Asymptotic evaluation of certain Markov process expectations for large time—III
+Normal rank
@@ Property / cites work @@
+Large deviations for the Boussinesq equations under random influences
+Normal rank
@@ Property / cites work @@
+Q4388221
@@ Property / cites work: Q4388221 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5711199
@@ Property / cites work: Q5711199 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3409967
@@ Property / cites work: Q3409967 / rank @@
+Normal rank
@@ Property / cites work @@
+Exit probabilities and optimal stochastic control
@@ Property / cites work: Exit probabilities and optimal stochastic control / rank @@
+Normal rank
@@ Property / cites work @@
+Q3712220
@@ Property / cites work: Q3712220 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4225410
@@ Property / cites work: Q4225410 / rank @@
+Normal rank
@@ Property / cites work @@
+An extension of the contraction principle
@@ Property / cites work: An extension of the contraction principle / rank @@
+Normal rank
@@ Property / cites work @@
+A large deviation principle for stochastic integrals
+Normal rank
@@ Property / cites work @@
+Q4189915
@@ Property / cites work: Q4189915 / rank @@
+Normal rank
@@ Property / cites work @@
+Large Deviations for Two-Time-Scale Systems Driven by Nonhomogeneous Markov Chains and Associated Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+A basis theory primer.
@@ Property / cites work: A basis theory primer. / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
+Normal rank
@@ Property / cites work @@
+Weak limit theorems for stochastic integrals and stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4895006
@@ Property / cites work: Q4895006 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4895011
@@ Property / cites work: Q4895011 / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theorems on large deviations for semimartingales
+Normal rank
@@ Property / cites work @@
+Large deviations for stochastic evolution equations with small multiplicative noise
+Normal rank
@@ Property / cites work @@
+Large deviations for the stochastic shell model of turbulence
+Normal rank
@@ Property / cites work @@
+Large deviations for stochastic Flows and anticipating SDEs In besov-orlicz spaces
+Normal rank
@@ Property / cites work @@
+Q3914121
@@ Property / cites work: Q3914121 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for a class of anticipating stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Compactness in the theory of large deviations
@@ Property / cites work: Compactness in the theory of large deviations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4281428
@@ Property / cites work: Q4281428 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4000065
@@ Property / cites work: Q4000065 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
+Normal rank
@@ Property / cites work @@
+Large deviations for stochastic tamed 3D Navier-Stokes equations
+Normal rank
@@ Property / cites work @@
+Q2776774
@@ Property / cites work: Q2776774 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5596501
@@ Property / cites work: Q5596501 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3920145
@@ Property / cites work: Q3920145 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Q4743520
@@ Property / cites work: Q4743520 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic probabilities and differential equations
+Normal rank
@@ Property / cites work @@
+Q3747436
@@ Property / cites work: Q3747436 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank