Asymptotic behaviors for functionals of random dynamical systems
DOI10.1080/07362994.2015.1119050zbMATH Open1344.60028OpenAlexW2278063635MaRDI QIDQ2804512FDOQ2804512
Publication date: 29 April 2016
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2015.1119050
central limit theoremlarge deviationsmoderate deviationsrandom dynamical systemsGaussian approximationsforward-backward stochastic differential equationsiterated logarithm law
Large deviations (60F10) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)
Cites Work
- Averaging principle of SDE with small diffusion: Moderate deviations
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- Delta method in large deviations and moderate deviations for estimators
- Large deviations and the Strassen theorem in Hölder norm
- Random Perturbations of Dynamical Systems
- Solution of forward-backward stochastic differential equations
- Strassen's law of the iterated logarithm for diffusion processes for small time
- Large deviations for stochastic flows and their applications
- Application of homogenization and large deviations to a parabolic semilinear equation
- Large deviations of a forward backward stochastic differential equation.
- Asymptotic properties of coupled forward–backward stochastic differential equations
Cited In (14)
- Central limit theorem and moderate deviations for a perturbed stochastic Cahn–Hilliard equation
- Option pricing in the moderate deviations regime
- Title not available (Why is that?)
- Moderate deviations for the Langevin equation with strong damping
- Asymptotic behavior of non-expanding piecewise linear maps in the presence of random noise
- Some asymptotic results for nonlinear Hawkes processes
- The law of iterated logarithm for the estimations of diffusion-type processes
- Title not available (Why is that?)
- Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations
- Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model
- Large deviation principle for SDEs with Dini continuous drifts
- Central limit theorem for a fractional stochastic heat equation with spatially correlated noise
- Asymptotic properties of stochastic functional Kolmogorov-type system
- Large deviations related to the law of the iterated logarithm for Itô diffusions
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