Large deviations for stochastic systems with memory

Cited In (21)

A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory
Large deviations for two-time-scale diffusions, with delays
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients
Large deviations for perturbed reflected diffusion processes
On large deviations for small noise Itô processes
Rate of convergence to equilibrium for discrete-time stochastic dynamics with memory
Large deviations for regime-switching diffusions with infinite delay
A minimum action method for dynamical systems with constant time delays
Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations
Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
Large deviations for empirical measures of switching diffusion processes with small parameters
Large deviations for Gaussian diffusions with delay
Exit time asymptotics for small noise stochastic delay differential equations
Asymptotic behavior of densities for stochastic functional differential equations
Large deviations for neutral functional SDEs with jumps
Analysis of stochastic neutral fractional functional differential equations
Large deviations for stochastic fractional integrodifferential equations
Large deviations for stochastic differential equations with general delayed generator
Stochastic systems with memory and jumps
Large deviations for neutral stochastic functional differential equations

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