A function space large deviation principle for certain stochastic integrals

From MaRDI portal
Revision as of 10:53, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1824273

DOI10.1007/BF00333151zbMath0682.60018MaRDI QIDQ1824273

Daniel W. Stroock, Jean-Dominique Deuschel

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)




Related Items

The Large Deviations of Estimating Rate FunctionsRegularity and stability of invariant measures for diffusion processes under synthetic lower Ricci curvature boundsLarge deviations principle via Malliavin calculus for the Navier-Stokes system driven by a degenerate white-in-time noiseThe Cramér-Lundberg model with a fluctuating number of clientsStochastic evolutionary \(p\)-Laplace equation: large deviation principles and transportation cost inequalityOn the properties of random multiplicative measures with the multipliers exponentially distributedPoincaré inequality for weighted first order Sobolev spaces on loop spacesOn the almost sure topological limits of collections of local empirical processes at many different scalesSelf-similarity of Brownian motion and a large deviation principle for random fields on a binary treeLarge deviation estimates involving deformed exponential functionsEntropic repulsion for massless fields.Large deviations for vector-valued Lévy processesConditional tail probabilities in continuous-time martingale LLN with application to parameter estimation in diffusionsLarge and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.Laplace's method for the laws of heat processes on loop spacesLarge deviations for the occupation time functional of a Poisson system of independent Brownian particlesAnnealed large deviations for diffusions in a random Gaussian shear flow drift.Large and moderate deviations for stochastic Volterra systemsThe method of stochastic exponentials for large deviationsA note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropyCompactness in the theory of large deviationsOn the maximum entropy principle for a class of stochastic processesA class of Lévy driven SDEs and their explicit invariant measuresLarge deviations: From empirical mean and measure to partial sums process\(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measuresLarge deviations for functionals of spatial point processes with applications to random packing and spatial graphsMany multivariate recordsLarge deviations for moving average processesDuality theorem for the stochastic optimal control problemLarge deviations and Strassen's limit points of Brownian local time processesSample path large deviations and optimal importance sampling for stochastic volatility modelsLarge deviations of continuous regular conditional probabilitiesDeviations bounds and conditional principles for thin setsAsymptotic expansions for the Laplace approximations for Itô functionals of Brownian rough pathsIterated large deviationsA nonstandard form of the rate function for the occupation measure of a Markov chainModerate deviations for martingales and mixing random processesLarge deviations results for subexponential tails, with applications to insurance riskAsymptotics of stochastic Burgers equation with jumpsNon-criticality criteria for Abelian sandpile models with sources and sinksKantorovich duality for general transport costs and applicationsGaussian stochastic volatility models: scaling regimes, large deviations, and moment explosionsThe dynamic of entropic repulsionLarge deviations and phase transition for random walks in random nonnegative potentialsUniform large and moderate deviations for functional empirical processesA large deviation principle for small perturbations of random evolution equations in Hoelder normLarge deviations for stochastic differential equations driven by \(G\)-Brownian motionLarge deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear driftsThe log-Sobolev inequality with quadratic interactionsLarge deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\)Large deviation asymptotics for statistical treatment rulesTauberian KorevaarLipschitz continuity of Cheeger-harmonic functions in metric measure spacesLarge deviations and mixing for dissipative PDEs with unbounded random kicksPathwise large deviations for the rough Bergomi modelRandom pinning model with finite range correlations: disorder relevant regimeHypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising modelsSmall noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noiseLarge deviations and related problems for absorbing Markov chainsProbability distance inequalities on Riemannian manifolds and path spaces.A note on the delay distribution in GPSAn improved annealing method and its large-time behaviorModerate deviations and functional LIL for super-Brownian motionEvery ``lower psi-mixing Markov chain is ``interlaced rho-mixingLarge deviation principle for spatial density of local observables from Gibbs distributionsSample path large and moderate deviations for risk model with delayed claimsLogarithmic Sobolev inequalities on loop groupsAccuracy of classical conductivity theory at atomic scales for free fermions in disordered mediaCramér transform of Rademacher seriesOn an integral criterion for hypercontractivity of diffusion semigroups and extremal functionsEstimates of logarithmic Sobolev constant: An improvement of Bakry-Emery criterionAsymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motionModerate deviations for stationary sequences of Hilbert-valued bounded random variablesFunctional laws of the iterated logarithm for large increments of empirical and quantile processesAn addendum to ``A limitation of Markov representation for stationary processesFast-slow partially hyperbolic systems versus Freidlin-Wentzell random systemsOptimal comparison of misspecified moment restriction models under a chosen measure of fitThe rate of convergence in the functional limit theorem for increments of a Brownian motionConditional limit theorems for queues with Gaussian input, a weak convergence approachSome laws of the iterated logarithm in Hilbertian autoregressive modelsModerate deviations for Markov chains with atom.Functional inequalities on arbitrary Riemannian manifoldsSurface order large deviations of phase interfaces for the continuum Widom-Rowlinson model in high density limitLarge deviations of infinite intersections of events in Gaussian processesMultiplicative ergodic theorem for a non-irreducible random dynamical systemThe effect of memory on functional large deviations of infinite moving average processesTime-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughnessLarge deviations for infinite weighted sums of stretched exponential random variablesCramér's condition and Sanov's theoremSemi-classical limit of the lowest eigenvalue of a Schrödinger operator on a Wiener space. II: \(P(\phi)_2\)-model on a finite volumeA representation formula for the large deviation rate function for the empirical law of a continuous time Markov chainLarge deviation principles for moving average processes of real stationary sequencesUniformly integrable operators and large deviations for Markov processesFunctional law of iterated logarithm for additive functionals of reversible Markov processesA large deviation theorem for \(U\)-processesLarge deviation principle with generated pseudo measuresModerate deviation principles for moving average processes of real stationary sequencesThe notion of convexity and concavity on Wiener spaceLarge deviations and support theorem for diffusion processes via rough paths.From dynamic to static large deviations in boundary driven exclusion particle systems.Sobolev-Orlicz imbeddings, weak compactness, and spectrumOn large deviations for some sequences of weighted means of Gaussian processesThe log-Sobolev inequality for unbounded spin systemsA large deviation principle for weighted sums of independent identically distributed random variablesLarge deviations and stationary measures for interacting particle systemsOccupation measures for chains of infinite orderExtremal slabs in the cube and the Laplace transform.Simulated annealing with a potential function with discontinuous gradient on \(\mathbb R^d\)



Cites Work