Large deviations for multi-scale Markovian switching systems with a small diffusion

DOI10.3233/ASY-131198MaRDI QIDQ5418661zbMATH OpenOpenAlexFDO

Authors Qi He, G. Yin

Publication date 26 May 2014

Published in Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3233/asy-131198

zbMATH Keywords

Markov chainlarge deviationsaveraging principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Processes in random environments (60K37)

Recommendations

• Large deviations for multi-scale regime-switching jump diffusion systems
• scientific article; zbMATH DE number 796429
• Large deviations for empirical measures of switching diffusion processes with small parameters
• On Large Deviations for Stochastic DifferentialEquations with a Small Diffusion and Averaging
• On large deviations for SDEs with small diffusion and averaging.

Cited in

(18)

• Large deviations for multi-scale regime-switching jump diffusion systems
• Large deviations for Markov-modulated diffusion processes with rapid switching
• Large-deviation principles of switching Markov processes via Hamilton-Jacobi equations
• Second-order fast-slow stochastic systems
• Large deviations for Markov processes corresponding to PDE systems
• A class of Langevin equations with Markov switching involving strong damping and fast switching
• Large deviations of Markov chains with multiple time-scales
• Large deviations for regime-switching diffusions with infinite delay
• Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles
• Large deviations for Lévy diffusions in the small noise regime
• Dynamics of a vector-host model under switching environments
• Large deviation principles for Langevin equations in random environment and applications
• Large deviations for empirical measures of switching diffusion processes with small parameters
• Large deviations for small noise diffusions in a fast Markovian environment
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
• Singularly perturbed multi-scale switching diffusions
• Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions
• Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations

This page was built for publication: Large deviations for multi-scale Markovian switching systems with a small diffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5418661)