Large deviations for Markov processes corresponding to PDE systems

DOI10.1214/AOP/1176989280zbMath0776.60037OpenAlexW2092816315MaRDI QIDQ686782

Alexander Eizenberg, Mark I. Freidlin

Publication date: 11 October 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989280

zbMATH Keywords

small parameterDirichlet problemssingular perturbationslarge deviationssmall random perturbationsasymptotic behavior of Markov processes

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Diffusion processes (60J60) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (15)

Principal eigenvalues and equilibrium states corresponding to weakly coupled parabolic systems of PDE ⋮ Asymptotic properties of jump-diffusion processes with state-dependent switching ⋮ On the stability of diffusion processes with state-dependent switching ⋮ A unified approach to the large deviations for small perturbations of random evolution equations ⋮ Random periodic solutions for a class of hybrid stochastic differential equations ⋮ Averaging principle for two time-scale regime-switching processes ⋮ Small random perturbations of random evolution equations ⋮ Large deviations and functional law of the iterated logarithm for random processes ⋮ Feller property and exponential ergodicity of diffusion processes with state-dependent switching ⋮ Small perturbations of random evolution equations with reflection in Hölder norm ⋮ Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems ⋮ Invariant measures for a random evolution equation with small perturbations ⋮ Large deviations for multi-scale regime-switching jump diffusion systems ⋮ Invariant measure for the Markov process corresponding to a PDE system ⋮ Large deviations for empirical measures of switching diffusion processes with small parameters

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