Large deviations for stochastic processes.
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Publication:3409967
martingalesstochastic processeslarge deviationMarkov processessemigroupsFreidlin-Wentzell theoryrandom evolutions
Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Semigroups of nonlinear operators (47H20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Transition functions, generators and resolvents (60J35)
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(only showing first 100 items - show all)- Large deviations principle for a large class of one-dimensional Markov processes
- Large deviations for impulsive processes in the scheme of the Lévy approximation
- Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
- Surface energy and boundary layers for a chain of atoms at low temperature
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
- Solutions to Hamilton-Jacobi equation on a Wasserstein space
- Large deviations for some fast stochastic volatility models by viscosity methods
- Projection method for saddle points of energy functional in \(H^{-1}\) metric
- A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
- Averaging principle for two time-scale regime-switching processes
- Large deviations for the empirical measure and empirical flow of Markov renewal processes with a countable state space
- Stochastic evolutionary \(p\)-Laplace equation: large deviation principles and transportation cost inequality
- An elementary derivation of the large deviation rate function for finite state Markov chains
- Sample path large deviations for the multiplicative Poisson shot noise process with compensation
- Dean-Kawasaki dynamics: ill-posedness vs. triviality
- Large deviations of time-averaged statistics for Gaussian processes
- Transition density estimates for a class of Lévy and Lévy-type processes
- Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
- Small-time asymptotics for fast mean-reverting stochastic volatility models
- The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients
- Large deviation principle for a class of SPDE with locally monotone coefficients
- Mathematical formalism of nonequilibrium thermodynamics for nonlinear chemical reaction systems with general rate law
- Flux large deviations of independent and reacting particle systems, with implications for macroscopic fluctuation theory
- Equivalences and counterexamples between several definitions of the uniform large deviations principle
- Passing to the limit in a Wasserstein gradient flow: from diffusion to reaction
- Space-time large deviations in capacity-constrained relay networks
- Steering the distribution of agents in mean-field games system
- Deriving GENERIC from a generalized fluctuation symmetry
- Dimension results for the spectral measure of the circular \(\beta\) ensembles
- Metastability for systems of interacting neurons
- Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet
- Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs
- Importance sampling for the empirical measure of weakly interacting diffusions
- Moderate deviations for fully coupled multiscale weakly interacting particle systems
- Infinite-dimensional Hamilton-Jacobi equations for statistical inference on sparse graphs
- Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
- A Hamilton-Jacobi point of view on mean-field Gibbs-non-Gibbs transitions
- Is the Boltzmann equation reversible? A large deviation perspective on the irreversibility paradox
- Freidlin-Wentzell's large deviations for stochastic evolution equations
- Large deviations for infinite dimensional stochastic dynamical systems
- Attainability property for a probabilistic target in Wasserstein spaces
- Large deviations analysis for distributed algorithms in an ergodic Markovian environment
- Interacting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviations
- Large deviations for stochastic evolution equations with small multiplicative noise
- Large deviations for geodesic random walks
- Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure
- Metastability in a continuous mean-field model at low temperature and strong interaction
- Large-time asymptotics for an uncorrelated stochastic volatility model
- Markov additive processes. I: Eigenvalue properties and limit theorems
- Large deviation principle for epidemic models
- Large deviation estimates involving deformed exponential functions
- Curl flux induced drift in stochastic differential equations in the zero-mass limit
- Stochastic dynamics for adaptation and evolution of microorganisms
- A generalized asymmetric exclusion process with \(U_q(\mathfrak {sl}_2)\) stochastic duality
- Revisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpoint
- Classical large deviation theorems on complete Riemannian manifolds
- Directed polymer in random environment and last passage percolation
- The local principle of large deviations for compound Poisson process with catastrophes
- Non-equilibrium thermodynamical principles for chemical reactions with mass-action kinetics
- Stochastic switching in biology: from genotype to phenotype
- Unhedgeable shocks and statistical economic equilibrium
- Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
- Approximating a diffusion by a finite-state hidden Markov model
- Path-space moderate deviation principles for the random field Curie-Weiss model
- Large deviations
- Large Deviations for Additive Functionals of Reflected Jump-Diffusions
- Dynamical moderate deviations for the Curie-Weiss model
- Gamma-convergence of a gradient-flow structure to a non-gradient-flow structure
- On exact large deviation principles for compound renewal processes
- Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
- Asymptotic results for random walks in continuous time with alternating rates
- Gibbs-non-Gibbs transitions via large deviations: computable examples
- Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise
- Large-deviation principles of switching Markov processes via Hamilton-Jacobi equations
- Storage impulsive processes on increasing time intervals
- Moderate deviations and Strassen's law for additive processes
- Sample path MDP for the current and the tagged particle in the SSEP
- Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems
- Value functions in the Wasserstein spaces: finite time horizons
- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
- Non-reversible processes: GENERIC, hypocoercivity and fluctuations
- Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation
- Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure
- The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations
- Second-order fast-slow stochastic systems
- Finite dimensional approximations of Hamilton-Jacobi-Bellman equations in spaces of probability measures
- Random Walk Approximation for Irreversible Drift-Diffusion Process on Manifold: Ergodicity, Unconditional Stability and Convergence
- Thermodynamic formalism on the Skorokhod space: the continuous-time Ruelle operator, entropy, pressure, entropy production and expansiveness
- Local large deviation principle for Wiener process with random resetting
- Some asymptotic results for nonlinear Hawkes processes
- scientific article; zbMATH DE number 1508272 (Why is no real title available?)
- On a class of first order Hamilton-Jacobi equations in metric spaces
- On large deviation principles for compound renewal processes
- Averaging principle of SDE with small diffusion: Moderate deviations
- Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
- Stochastic limit-cycle oscillations of a nonlinear system under random perturbations
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity
- Cross-Multiplicative Coalescent Processes and Applications
- Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
- Large fluctuations of radiation in stochastically activated two-level systems
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