Large deviations for stochastic systems with memory
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Cited in
(21)- Large deviations for neutral stochastic functional differential equations
- 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 empirical measures of switching diffusion processes with small parameters
- Large deviations for Gaussian diffusions with delay
- Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations
- 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
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