Asymptotic behaviors for functionals of random dynamical systems

DOI10.1080/07362994.2015.1119050MaRDI QIDQ2804512zbMATH OpenOpenAlexFDO

Authors Shaochen Wang, Fuqing 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

central limit theoremlarge deviationsmoderate deviationsrandom dynamical systemsGaussian approximationsforward-backward stochastic differential equationsiterated logarithm law

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• Application of homogenization and large deviations to a parabolic semilinear equation
• Asymptotic properties of coupled forward-backward stochastic differential equations
• Averaging principle of SDE with small diffusion: Moderate deviations
• 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
• Large deviations of a forward backward stochastic differential equation.
• 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

Cited in

(14)

• Asymptotic behavior of non-expanding piecewise linear maps in the presence of random noise
• Central limit theorem for a fractional stochastic heat equation with spatially correlated noise
• scientific article; zbMATH DE number 7409605 (Why is no real title available?)
• Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations
• The law of iterated logarithm for the estimations of diffusion-type processes
• Large deviations related to the law of the iterated logarithm for Itô diffusions
• Some asymptotic results for nonlinear Hawkes processes
• Central limit theorem and moderate deviations for a perturbed stochastic Cahn-Hilliard equation
• scientific article; zbMATH DE number 1462369 (Why is no real title available?)
• Option pricing in the moderate deviations regime
• Large deviation principle for SDEs with Dini continuous drifts
• Asymptotic properties of stochastic functional Kolmogorov-type system
• Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model
• Moderate deviations for the Langevin equation with strong damping

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