Asymptotic behaviors for functionals of random dynamical systems

DOI10.1080/07362994.2015.1119050zbMath1344.60028OpenAlexW2278063635MaRDI QIDQ2804512

Shaochen Wang, Fu Qing Gao

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

zbMATH Keywords

random dynamical systemscentral limit theoremlarge deviationsmoderate deviationsforward-backward stochastic differential equationsGaussian approximationsiterated logarithm law

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Large deviations (60F10) Generation, random and stochastic difference and differential equations (37H10)

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Cites Work

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• Delta method in large deviations and moderate deviations for estimators
• Large deviations and the Strassen theorem in Hölder norm
• Large deviations for stochastic flows and their applications
• Strassen's law of the iterated logarithm for diffusion processes for small time
• Averaging principle of SDE with small diffusion: Moderate deviations
• Solution of forward-backward stochastic differential equations
• Application of homogenization and large deviations to a parabolic semilinear equation
• Large deviations of a forward backward stochastic differential equation.
• Random Perturbations of Dynamical Systems
• Asymptotic properties of coupled forward–backward stochastic differential equations

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