The following pages link to (Q4388221):
Displayed 50 items.
- 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)
- Hydrodynamic limits for long-range asymmetric interacting particle systems (Q1722028) (← links)
- The small time asymptotics of SPDEs with reflection (Q1722502) (← links)
- On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach (Q1733351) (← links)
- Large deviations for the 2-D derivative Ginzburg-Landau equation with multiplicative noise (Q1739444) (← links)
- Asymptotic equivalence of probability measures and stochastic processes (Q1753262) (← links)
- Robust reinsurance contracts with uncertainty about jump risk (Q1754197) (← links)
- On stochastic modified 3D Navier-Stokes equations with anisotropic viscosity (Q1754628) (← links)
- Large deviations and approximations for slow-fast stochastic reaction-diffusion equations (Q1759902) (← links)
- Surface order large deviations of phase interfaces for the continuum Widom-Rowlinson model in high density limit (Q1769823) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- Well-posedness and large deviations for a class of SPDEs with Lévy noise (Q1785920) (← links)
- Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth (Q1787151) (← links)
- Large deviation principle for a space-time fractional stochastic heat equation with fractional noise (Q1799748) (← links)
- Large deviations for Brownian particle systems with killing (Q1800956) (← links)
- Spatializing random measures: doubly indexed processes and the large deviation principle (Q1807199) (← links)
- Large deviations for kernel-type empirical distributions. (Q1871252) (← links)
- Large deviations for coarse grained processes (Q1871540) (← links)
- Information processes for semimartingale experiments (Q1872330) (← links)
- Asymptotic analysis and extinction in a stochastic Lotka-Volterra model (Q1872443) (← links)
- Largest weighted delay first scheduling: Large deviations and optimality (Q1872478) (← links)
- Large deviation of diffusion processes with discontinuous drift and their occupation times. (Q1872505) (← links)
- Coarse-grained stochastic processes and Monte Carlo simulations in lattice systems. (Q1873386) (← links)
- A general nonconvex large deviation result. II. (Q1878984) (← links)
- Annealed large deviations for diffusions in a random Gaussian shear flow drift. (Q1888776) (← links)