Large deviations problem for random evolution processes

DOI10.1090/TPMS/996MaRDI QIDQ2960460zbMATH OpenOpenAlexFDO

Authors V. S. Korolyuk, I. V. Samoĭlenko

Publication date 9 February 2017

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/996

zbMATH Keywords

large deviationsasymptotically small diffusionrandom evolution processesexponential nonlinear generatorLévy approximation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Random fields (60G60) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Cites work

• scientific article; zbMATH DE number 5855657 (Why is no real title available?)
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• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
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• Storage impulsive processes on increasing time intervals

Cited in

(4)

• Random Evolutionary Systems
• Problem of large deviations for Markov random evolutions with independent increments in the scheme of asymptotically small diffusion
• scientific article; zbMATH DE number 4138856 (Why is no real title available?)
• Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion

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