Large deviations for a slow-fast system with jump-diffusion processes
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Publication:2172928
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Cites work
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- Large deviation for two-time-scale stochastic Burgers equation
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- Large deviations for multi-scale jump-diffusion processes
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- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
- On large deviations for SDEs with small diffusion and averaging.
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- Variational representations for continuous time processes
Cited in
(9)- Large deviations and importance sampling for systems of slow-fast motion
- Large deviations for small noise diffusions in a fast Markovian environment
- Large deviations for multi-scale regime-switching jump diffusion systems
- Large deviations in fast-slow systems
- scientific article; zbMATH DE number 1275412 (Why is no real title available?)
- scientific article; zbMATH DE number 4113656 (Why is no real title available?)
- scientific article; zbMATH DE number 847799 (Why is no real title available?)
- Large deviations for multi-scale jump-diffusion processes
- Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
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