On some degenerate large deviation problems
DOI10.1214/EJP.V9-232zbMATH Open1063.60031OpenAlexW1991520098MaRDI QIDQ1767532FDOQ1767532
Authors: A. 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
Recommendations
- Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
- On large deviations for small noise Itô processes
- Large Deviations Of Semimartingales: A Maxingale Problem Approach.II. Uniqueness For The Maxingale Problem. Applications
- Large deviation analysis of the single server queue
- Large deviation principle for stochastic equations with local time
large deviationslarge deviation principlemoderate deviationsdiffusion processesFreidlin-Wentzell theoryqueues in heavy trafficItô equations
Large deviations (60F10) Diffusion processes (60J60) Queueing theory (aspects of probability theory) (60K25)
Cited In (14)
- Likely path to extinction in simple branching models with large initial population
- The local principle of large deviations for compound Poisson process with catastrophes
- On large deviations for small noise Itô processes
- Local large deviation principle for Wiener process with random resetting
- Title not available (Why is that?)
- Title not available (Why is that?)
- Finding transition pathways on manifolds
- Large deviations for stochastic differential equations driven by semimartingales
- Dynamics and absorption properties of stochastic equations with Hölder diffusion coefficients
- Large deviations for Gaussian diffusions with delay
- The local principle of large deviations for solutions of Itô stochastic equations with quick drift
- Large deviations for empirical measures with degenerate limiting distribution
- Escape dynamics: a continuous-time approximation
- Stochastic processes in random graphs
This page was built for publication: On some degenerate large deviation problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1767532)
