Large deviations for Markov processes corresponding to PDE systems

DOI10.1214/AOP/1176989280MaRDI QIDQ686782zbMATH OpenOpenAlexFDO

Authors Alexander Eizenberg, Mark Freidlin

Publication date 11 October 1993

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989280

zbMATH Keywords

asymptotic behavior of Markov processesDirichlet problemslarge deviationssingular perturbationssmall parametersmall random perturbations

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

Recommendations

• scientific article; zbMATH DE number 4182539
• On the dirichlet problem for a class of second order pde systems with small parameter
• Large deviation principle for the diffusion-transmutation processes and Dirichlet problem for PDE systems with small parameter
• Invariant measure for the Markov process corresponding to a PDE system
• Large deviations for multi-scale Markovian switching systems with a small diffusion

Cited in

(23)

• Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems
• Principal eigenvalues and equilibrium states corresponding to weakly coupled parabolic systems of PDE
• A unified approach to the large deviations for small perturbations of random evolution equations
• Large deviations and functional law of the iterated logarithm for random processes
• A PDE approach to certain large deviation problems for systems of parabolic equations
• Large deviation principle for the diffusion-transmutation processes and Dirichlet problem for PDE systems with small parameter
• Large deviations for multi-scale regime-switching jump diffusion systems
• Large deviations for empirical measures of switching diffusion processes with small parameters
• Asymptotic properties of jump-diffusion processes with state-dependent switching
• Invariant measure for the Markov process corresponding to a PDE system
• On the dirichlet problem for a class of second order pde systems with small parameter
• Near Invariance for Markov Diffusion Systems
• scientific article; zbMATH DE number 3955517 (Why is no real title available?)
• Small random perturbations of random evolution equations
• Small perturbations of random evolution equations with reflection in Hölder norm
• Invariant measures for a random evolution equation with small perturbations
• Random periodic solutions for a class of hybrid stochastic differential equations
• Averaging principle for two time-scale regime-switching processes
• Large deviations for regime-switching diffusions with infinite delay
• Synchronization of stochastic complex networks of reaction diffusion equations
• Large deviation principle for two time-scale regime-switching processes
• On the stability of diffusion processes with state-dependent switching
• Feller property and exponential ergodicity of diffusion processes with state-dependent switching

This page was built for publication: Large deviations for Markov processes corresponding to PDE systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q686782)