Large deviation of small perturbation of some unstable systems

DOI10.1080/07362999708809462MaRDI QIDQ3128356zbMATH OpenOpenAlexFDO

Authors Tzuu-Shuh Chiang, S. J. Sheu

Publication date 16 October 1997

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999708809462

zbMATH Keywords

Cameron-Martin-Girsanov formulalarge deviation principlelocal timerandom time changeVentcel-Freidlin theory

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Discrete-time Markov processes on general state spaces (60J05)

Recommendations

• An extension of the ventcel- freidlin large deviation principle
• An extension of the ventcel- freidlin large deviation principle
• scientific article; zbMATH DE number 4105954
• Small perturbation of diffusions in inhomogeneous media

Cites work

• Exponential estimates in exit probability for some diffusion processes in hilbert spaces
• scientific article; zbMATH DE number 3876298 (Why is no real title available?)
• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• Large deviations for Markov processes with discontinuous statistics. II: Random walks
• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS

Cited in

(9)

• Some regularity results on the Ventcel-Freidlin quasi-potential function
• Large deviation of diffusion processes with discontinuous drift and their occupation times.
• Symmetries and zero modes in sample path large deviations
• Peano phenomenon and large deviations
• Non-classical large deviations for a noisy system with non-isolated attractors
• Large deviation principle for one-dimensional SDEs with discontinuous coefficients
• Stochastically perturbed sliding motion in piecewise-smooth systems
• An extension of the ventcel- freidlin large deviation principle
• Simple proof of a large deviation result

This page was built for publication: Large deviation of small perturbation of some unstable systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3128356)