Averaging principle of SDE with small diffusion: Moderate deviations
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- Exponential and uniform ergodicity of Markov processes
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- Moderate deviations type evaluation for integral functionals of diffusion processes
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Cited in
(40)- Moderate deviations for recursive stochastic algorithms
- Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime
- Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
- Large deviations for Markov-modulated diffusion processes with rapid switching
- Moderate deviation principle for multiscale systems driven by fractional Brownian motion
- Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations
- Moderate deviations for rough differential equations
- Lower bound for large deviations for an averaged SDE with a small diffusion
- Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems
- Large deviation principles for Langevin equations in random environment and applications
- Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics
- Exponential tightness of a family of Skorohod integrals
- A class of Langevin equations with Markov switching involving strong damping and fast switching
- Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
- Switched diffusion processes for non-convex optimization and saddle points search
- Moderate deviations and central limit theorem for small perturbation Wishart processes
- Moderate deviations and central limit theorem for positive diffusions
- Option pricing in the moderate deviations regime
- Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise
- MDP for integral functionals of fast and slow processes with averaging
- Moderate deviations for a class of semilinear SPDE with fractional noises
- Second-order fast-slow stochastic systems
- Pathwise large deviations for the rough Bergomi model
- Moderate deviations of hitting times of a family of density-dependent Markov chains
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- Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
- Moderate deviations in the averaging principle of a SDE with small diffusion in a random environment
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
- Moderate deviations for systems of slow-fast diffusions
- Moderate deviations for neutral stochastic differential delay equations with jumps
- Tube estimates for diffusion processes under a weak Hörmander condition
- Tube estimates for diffusions under a local strong Hörmander condition
- Averaging principle and normal deviations for multiscale stochastic systems
- Small-time moderate deviations for the randomised Heston model
- Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
- Asymptotic behaviors for functionals of random dynamical systems
- Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus
- Moderate deviation principles for stochastic differential equations with jumps
- Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion
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