Large deviations for empirical measures of switching diffusion processes with small parameters
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Publication:2355253
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- A large deviations principle for small perturbations of random evolution equations
- Almost sure stability and instability for switching-jump-diffusion systems with state-dependent switching
- Asymptotic probabilities and differential equations
- Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
- Large deviations for Markov processes corresponding to PDE systems
- Large deviations for infinite dimensional stochastic dynamical systems
- Large deviations for multi-scale Markovian switching systems with a small diffusion
- Large deviations for stochastic differential delay equations
- Large deviations for stochastic evolution equations with small multiplicative noise
- Large deviations for stochastic systems with memory
- Large deviations theorems for empirical measures in Freidlin-Wentzell exit problems
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- Moderate deviation principles for stochastic differential equations with jumps
- On the large deviation rate function for the empirical measures of reversible jump Markov processes
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Cited in
(11)- Large deviations for multi-scale regime-switching jump diffusion systems
- Large deviations for Markov-modulated diffusion processes with rapid switching
- Large deviations for multi-scale Markovian switching systems with a small diffusion
- Large deviation properties of the empirical measure of a metastable small noise diffusion
- On parameter estimation for switching ergodic diffusion processes
- scientific article; zbMATH DE number 1536436 (Why is no real title available?)
- scientific article; zbMATH DE number 5635433 (Why is no real title available?)
- Large deviations for regime-switching diffusions with infinite delay
- Large deviations application to exit times for switched Markov processes
- Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
- Exponential ergodicity for regime-switching diffusion processes in total variation norm
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