Large deviation principle for invariant distributions of memory gradient diffusions

DOI10.1214/EJP.V18-2031MaRDI QIDQ388971zbMATH OpenOpenAlexFDO

Authors Sébastien Gadat, Fabien Panloup, C. Pellegrini

Publication date 17 January 2014

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/ejp.v18-2031

zbMATH Keywords

Hamilton-Jacobi equationslarge deviation principleFreidlin and Wentzell theoryhypoelliptic diffusionssceleton Markov chainsmall stochastic perturbations

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stationary stochastic processes (60G10) Hypoelliptic equations (35H10) Lyapunov and storage functions (93D30)

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Cited in

(5)

• Large deviations for neutral stochastic functional differential equations
• Role of the memory in convergence to invariant Gibbs measure
• Long time behaviour and stationary regime of memory gradient diffusions
• Large deviations for Gaussian diffusions with delay
• Invariance principle for stochastic processes with short memory

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