Large deviations and stochastic homogenization
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Cites work
- scientific article; zbMATH DE number 3126031 (Why is no real title available?)
- scientific article; zbMATH DE number 3848095 (Why is no real title available?)
- scientific article; zbMATH DE number 3826915 (Why is no real title available?)
- scientific article; zbMATH DE number 4020173 (Why is no real title available?)
- scientific article; zbMATH DE number 3530534 (Why is no real title available?)
- scientific article; zbMATH DE number 3572956 (Why is no real title available?)
- scientific article; zbMATH DE number 3246567 (Why is no real title available?)
- Boundary-Value Problems for Random Walks and Large Deviations in Function Spaces
- Convex Analysis
- Large Deviations for Trajectories of Multi-Dimensional Random Walks
- Nonlinear stochastic homogenization
- On Large Deviations from the Invariant Measure
Cited in
(32)- Large deviations principle for white noise distributions with growth condition
- On the exit time and stochastic homogenization of isotropic diffusions in large domains
- Large deviations, central limit theorems and Lpconvergence for Young measures and stochastic homogenizations
- Large deviation principles for non-uniformly hyperbolic rational maps
- Large deviations for sticky Brownian motions
- Large deviations analysis for distributed algorithms in an ergodic Markovian environment
- Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs
- A brief introduction to large deviations theory
- Large deviations and the Strassen theorem in Hölder norm
- Bayesian methods and maximum entropy for ill-posed inverse problems
- Large deviations for vector-valued Lévy processes
- Uniform large and moderate deviations for functional empirical processes
- Large deviations for diffusion processes with homogenization and applications
- Two examples in the theory of large deviations
- Statistical mechanical theory of the Great Red Spot of Jupiter
- Tightness and exponential tightness of Gaussian probabilities
- The method of stochastic exponentials for large deviations
- Sample path large deviations for a class of random currents.
- Quasi-static large deviations
- Moderate deviations for martingales and mixing random processes
- Sum rules via large deviations
- A maximum-entropy principle for two-dimensional perfect fluid dynamics
- Large deviations for Young measures and statistical mechanics of infinite dimensional dynamical systems with conservation law
- Large deviation principles for sequences of logarithmically weighted means
- Large deviation theory for a homogenized and ``corrected elliptic ODE
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- A comparison of homogenization and large deviations, with applications to wavefront propagation
- Moderate deviations for recursive stochastic algorithms
- The phase diagram of the quantum Curie-Weiss model
- Large deviations and Young measures for a Poissonian model of biphased material
- Interface in a one-dimensional Ising spin system
- Large deviations for Gibbs random fields
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