Large deviations for regime-switching diffusions with infinite delay
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Cites work
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- A large deviations principle for small perturbations of random evolution equations
- A large-deviation principle for random evolution equations
- A study of a class of stochastic differential equations with non-Lipschitzian coefficients
- An introduction to the theory of large deviations
- Continuous-time Markov chains and applications. A two-time-scale approach
- Existence and uniqueness of solutions of stochastic functional differential equations
- Hybrid switching diffusions. Properties and applications
- 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 dynamical systems
- Large deviations for multi-scale Markovian switching systems with a small diffusion
- Large deviations for multi-scale regime-switching jump diffusion systems
- Large deviations for neutral functional SDEs with jumps
- Large deviations for neutral stochastic functional differential equations
- Large deviations for small noise diffusions in a fast Markovian environment
- Large deviations for stochastic differential delay equations
- Large deviations for stochastic systems with memory
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- Qualitative behaviour of stochastic delay equations with a bounded memory
- Random Perturbations of Dynamical Systems
- Repellers in systems with infinite delay
- Sharp convex generalizations of stochastic Gronwall inequalities
- Some considerations to the fundamental theory of infinite delay equations
- Some remarks and examples concerning the transience and recurrence of random diffusions
- Stochastic Differential Equations with Markovian Switching
- Stochastic Lotka–Volterra Population Dynamics with Infinite Delay
- Stochastic functional Kolmogorov equations. I: Persistence
- Stochastic functional Kolmogorov equations. II: Extinction
- Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
- Variational representations for continuous time processes
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