Large deviations for multi-scale regime-switching jump diffusion systems
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Cites work
- scientific article; zbMATH DE number 1239549 (Why is no real title available?)
- Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems
- Almost sure and moment exponential stability of regime-switching jump diffusions
- Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching
- Corrigendum to: ``Large deviations for multi-scale jump-diffusion processes
- Feynman–Kac formulas for regime-switching jump diffusions and their applications
- Jump-diffusion processes in random environments
- Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
- Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
- Large deviations for Markov processes corresponding to PDE systems
- Large deviations for Markov-modulated diffusion processes with rapid switching
- Large deviations for infinite-dimensional stochastic systems with jumps
- Large deviations for multi-scale Markovian switching systems with a small diffusion
- Large deviations for neutral functional SDEs with jumps
- Large deviations for small noise diffusions in a fast Markovian environment
- Large deviations for stochastic partial differential equations driven by a Poisson random measure
- Large deviations for two scaled diffusions
- Large deviations for two-time-scale systems driven by nonhomogeneous Markov chains and associated optimal control problems
- Moderate deviation principles for stochastic differential equations with jumps
- On large deviations for SDEs with small diffusion and averaging.
- On large deviations in the averaging principle for SDEs with a ``full dependence
- On large deviations of coupled diffusions with time scale separation
- Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties
- Stability of nonlinear regime-switching jump diffusion
- Strong ergodicity of the regime-switching diffusion processes
- Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
- Variational representations for continuous time processes
Cited in
(15)- scientific article; zbMATH DE number 4113656 (Why is no real title available?)
- Large deviations for Markov-modulated diffusion processes with rapid switching
- Large deviations for multi-scale jump-diffusion processes
- scientific article; zbMATH DE number 5635433 (Why is no real title available?)
- Large deviations for multi-scale Markovian switching systems with a small diffusion
- Large deviations for regime-switching diffusions with infinite delay
- scientific article; zbMATH DE number 847799 (Why is no real title available?)
- Large deviations for empirical measures of switching diffusion processes with small parameters
- Large deviations for Lévy diffusions in the small noise regime
- Large deviations for Markov jump processes in periodic and locally periodic environments
- On some stochastic differential equations with jumps subject to small positives coefficients
- Large Deviations for Additive Functionals of Reflected Jump-Diffusions
- Large deviations for small noise diffusions in a fast Markovian environment
- Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps
- Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations
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