Dynamical large deviations of the fractional Ornstein-Uhlenbeck process
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Cites work
- Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a \(|x|\) potential
- Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
- Fractional Brownian motion in confining potentials: non-equilibrium distribution tails and optimal fluctuations
- Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions
- Fractional Brownian Motions, Fractional Noises and Applications
- Fractional {O}rnstein-{U}hlenbeck processes
- Handbook of integral equations
- scientific article; zbMATH DE number 1063671 (Why is no real title available?)
- scientific article; zbMATH DE number 3036575 (Why is no real title available?)
- Introduction to dynamical large deviations of Markov processes
- Large deviations
- Large deviations techniques and applications.
- On the theory of the Brownian motion.
Cited in
(5)- A survey on the Ulam-Hyers stability of fractional-order differential equations
- Rare events and single big jump effects in Ornstein-Uhlenbeck processes
- Subleading-order theory for condensation transitions in large deviations of sums of independent and identically distributed random variables
- Path-integrals and optimal paths for the fractional Ornstein-Uhlenbeck process
- Beyond the big jump: a perturbative approach to stretched-exponential processes
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