The following pages link to (Q4388221):
Displaying 50 items.
- Guaranteed cost LQG control for uncertain systems with a normalized coprime factor uncertainty structure (Q847123) (← links)
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise (Q855928) (← links)
- Large deviations and equilibrium selection in large populations (Q869871) (← links)
- Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces (Q878080) (← links)
- Large deviations for weighted empirical measures arising in importance sampling (Q898403) (← links)
- Large deviations for the Langevin equation with strong damping (Q904370) (← links)
- Euler schemes and large deviations for stochastic Volterra equations with singular kernels (Q926862) (← links)
- Optimal importance sampling with explicit formulas in continuous time (Q928493) (← links)
- Freidlin-Wentzell's large deviations for stochastic evolution equations (Q932540) (← links)
- Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation (Q933826) (← links)
- When do cylinder \(\sigma \)-algebras equal Borel \(\sigma \)-algebras in Polish spaces? (Q935828) (← links)
- Large deviations for infinite dimensional stochastic dynamical systems (Q941300) (← links)
- Large deviations: An introduction to 2007 Abel prize (Q943020) (← links)
- Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity (Q948942) (← links)
- The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces (Q964743) (← links)
- Large deviations for stochastic tamed 3D Navier-Stokes equations (Q964748) (← links)
- Large deviations for stochastic evolution equations with small multiplicative noise (Q989968) (← links)
- The theory of large deviations: from Boltzmann's 1877 calculation to equilibrium macrostates in 2D turbulence (Q992148) (← links)
- Importance sampling for a Markov modulated queuing network (Q1004403) (← links)
- Interactive statistical mechanics and nonlinear filtering (Q1012660) (← links)
- A PDE approach to large deviations in Hilbert spaces (Q1016606) (← links)
- Clark-Ocone formula and variational representation for Poisson functionals (Q1019087) (← links)
- Coarse-grained langevin approximations and spatiotemporal acceleration for kinetic Monte Carlo simulations of diffusion of interacting particles (Q1047069) (← links)
- Risk-sensitivity conditions for stochastic uncertain model validation (Q1049165) (← links)
- Stochastic approximation algorithms with constant step size whose average is cooperative (Q1296595) (← links)
- On large deviations of Markov processes with discontinuous statistics (Q1296616) (← links)
- Large deviation properties of data streams that share a buffer (Q1296716) (← links)
- A variational representation for certain functionals of Brownian motion (Q1307458) (← links)
- Risk sensitive control of Markov processes in countable state space (Q1350178) (← links)
- Connections between stochastic control and dynamic games (Q1356624) (← links)
- A probability inequality for obtaining lower bounds in the large deviation principle (Q1358024) (← links)
- Extremal properties of sums of Bernoulli random variables. (Q1423224) (← links)
- Large deviation principle for spatial density of local observables from Gibbs distributions (Q1429206) (← links)
- Large deviations from the thermodynamic limit in globally coupled maps (Q1570800) (← links)
- Martingale problems for large deviations of Markov processes (Q1593632) (← links)
- Large deviations for Poisson random measures and processes with independent increments (Q1613583) (← links)
- Large deviations and queueing networks: Methods for rate function identification (Q1613663) (← links)
- Robust output feedback stabilization via risk-sensitive control (Q1614323) (← links)
- Equilibrium large deviations for mean-field systems with translation invariance (Q1617149) (← links)
- Moderate deviations for a stochastic wave equation in dimension three (Q1630564) (← links)
- Tail estimates for exponential functionals and applications to SDEs (Q1630664) (← links)
- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899) (← links)
- Large deviations for the empirical measure of a diffusion via weak convergence methods (Q1639668) (← links)
- Exit time asymptotics for small noise stochastic delay differential equations (Q1661106) (← links)
- The polymorphic evolution sequence for populations with phenotypic plasticity (Q1663902) (← links)
- A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms (Q1670372) (← links)
- Large deviation principle for the micropolar, magneto-micropolar fluid systems (Q1671065) (← links)
- Scalable information inequalities for uncertainty quantification (Q1685620) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise (Q1708986) (← links)
