Equivalences and counterexamples between several definitions of the uniform large deviations principle (Q2417013): Difference between revisions

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+Exit time and invariant measure asymptotics for small noise constrained diffusions
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+A variational representation for certain functionals of Brownian motion
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+Large deviations for infinite dimensional stochastic dynamical systems
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+Large deviations of mean-field stochastic differential equations with jumps
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+Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
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+Uniform large deviations for parabolic SPDEs and applications
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+Criteria for large deviations
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+Stochastic Equations in Infinite Dimensions
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+Random Perturbations of Dynamical Systems
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+Uniform large deviations for the nonlinear Schrödinger equation with multiplicative noise
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+Exit time asymptotics for small noise stochastic delay differential equations
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+Semigroups of linear operators and applications to partial differential equations
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+Large deviation principle for stochastic evolution equations
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+Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
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+On large deviations for SDEs with small diffusion and averaging.
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+Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
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