On some degenerate large deviation problems

DOI10.1214/EJP.v9-232zbMath1063.60031OpenAlexW1991520098MaRDI QIDQ1767532

Anatolii A. Puhalskii

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/124683

zbMATH Keywords

large deviationslarge deviation principlediffusion processesmoderate deviationsFreidlin-Wentzell theoryqueues in heavy trafficItô equations

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Diffusion processes (60J60) Large deviations (60F10)

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The local principle of large deviations for solutions of Itô stochastic equations with quick drift ⋮ Likely path to extinction in simple branching models with large initial population ⋮ On Large Deviations for Small Noise Itô Processes ⋮ Local large deviation principle for Wiener process with random resetting ⋮ The local principle of large deviations for compound Poisson process with catastrophes ⋮ Large deviations for Gaussian diffusions with delay ⋮ Escape dynamics: a continuous-time approximation ⋮ Stochastic processes in random graphs ⋮ Finding Transition Pathways on Manifolds ⋮ Dynamics and absorption properties of stochastic equations with Hölder diffusion coefficients

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