Large deviations for multi-scale regime-switching jump diffusion systems
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Publication:2099243
DOI10.3934/CPAA.2022147zbMATH Open1504.60043OpenAlexW4312698688MaRDI QIDQ2099243FDOQ2099243
Authors: Xiaocui Ma, Jun Li, Fubao Xi 
Publication date: 23 November 2022
Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/cpaa.2022147
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Large deviations (60F10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Processes in random environments (60K37) Jump processes on general state spaces (60J76)
Cites Work
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Cited In (15)
- Title not available (Why is that?)
- Large deviations for Markov-modulated diffusion processes with rapid switching
- Large deviations for multi-scale Markovian switching systems with a small diffusion
- Large Deviations for Additive Functionals of Reflected Jump-Diffusions
- On some stochastic differential equations with jumps subject to small positives coefficients
- Title not available (Why is that?)
- Large deviations for regime-switching diffusions with infinite delay
- Large deviations for multi-scale jump-diffusion processes
- Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps
- Large deviations for Lévy diffusions in the small noise regime
- Large deviations for Markov jump processes in periodic and locally periodic environments
- Title not available (Why is that?)
- Large deviations for empirical measures of switching diffusion processes with small parameters
- Large deviations for small noise diffusions in a fast Markovian environment
- Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations
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