Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion

DOI10.1007/978-3-319-03512-3_12MaRDI QIDQ2946093zbMATH OpenOpenAlexFDO

Authors V. S. Korolyuk, I. V. Samoĭlenko

Publication date 16 September 2015

Published in Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-03512-3_12

zbMATH Keywords

asymptotically small diffusionlarge deviationsMarkov processrandom evolutions

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Brownian motion (60J65)

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Cited in

(10)

• Large-noise asymptotic for one-dimensional diffusions
• Large deviations of Schramm-Loewner evolutions: a survey
• Large deviations for empirical measures of switching diffusion processes with small parameters
• Large deviations for random evolutions with independent increments in the scheme of Lévy approximation with split and double merging
• Large deviation problems for Markov random evolution with independent increments in the scheme of asymptotically small diffusion
• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
• scientific article; zbMATH DE number 5855657 (Why is no real title available?)
• Random evolution in a scheme of asymptotically small diffusion with Markov switchings
• Random evolutions in Poisson approximation scheme
• Large deviations for Small buffers: An insensitivity result

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