Moderate deviations for randomly perturbed dynamical systems
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- scientific article; zbMATH DE number 484359
Cites work
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- A discrete-time version of the Wentzell-Freidlin theory
- Autoregressive approximation in branching processes with a threshold
- Large deviations for past-dependent recursions.
- Large deviations for processes with independent increments
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Large deviations of semimartingales via convergence of the predictable characteristics
- Large deviations, moderate deviations and LIL for empirical processes
- Moderate deviations for dynamic model governed by stationary process
- Moderate deviations for martingales with bounded jumps
- Moderate deviations of dependent random variables related to CLT
- Population-dependent branching processes with a threshold
- Probabilities of large deviations in topological spaces. I
- Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi. (On moderate deviations of sums of independent and identically distributed vector valued random variables)
- The Action Functional for a Class of Stochastic Processes
- The exit problem for a class of density-dependent branching systems
- The method of stochastic exponentials for large deviations
- Uniform large and moderate deviations for functional empirical processes
Cited in
(22)- Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion
- A moderate deviation principle for stochastic Hamiltonian systems
- Moderate deviation principle for multiscale systems driven by fractional Brownian motion
- Central limit theorem and moderate deviation principle for CKLS model with small random perturbation
- Fluctuation analysis and short time asymptotics for multiple scales diffusion processes
- Moderate deviations for the Langevin equation with strong damping
- On large deviations for dynamical systems randomly perturbed by a fast Markov process
- Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise
- Small noise asymptotics for a stochastic growth model
- Averaging principle of SDE with small diffusion: Moderate deviations
- Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
- Moderate deviations for stochastic tidal dynamics equations with multiplicative Gaussian noise
- scientific article; zbMATH DE number 484359 (Why is no real title available?)
- Moderate deviations for stochastic Kuramoto–Sivashinsky equation
- Central limit theorem and moderate deviations for a perturbed stochastic Cahn-Hilliard equation
- A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one
- Moderate deviations of density-dependent Markov chains
- Rare events for stationary processes.
- Central limit theorems and moderate deviations for stochastic reaction-diffusion lattice systems
- Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations
- A moderate deviation principle for stochastic Volterra equation
- Asymptotic behaviors for functionals of random dynamical systems
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