Large deviations for stochastic processes.
From MaRDI portal
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)
Recommendations
Cited in
(only showing first 100 items - show all)- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
- A PDE approach to large deviations in Hilbert spaces
- On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach
- Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems
- Is the Boltzmann equation reversible? A large deviation perspective on the irreversibility paradox
- Steering the distribution of agents in mean-field games system
- Stochastic switching in biology: from genotype to phenotype
- The dynamics of the stochastic shadow Gierer-Meinhardt system
- Landau theory for finite-time dynamical phase transitions
- Symmetries and zero modes in sample path large deviations
- Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations
- Asymptotic behavior of the weak approximation to a class of Gaussian processes
- On exact large deviation principles for compound renewal processes
- Deriving GENERIC from a generalized fluctuation symmetry
- On large deviation principles for compound renewal processes
- Storage impulsive processes on increasing time intervals
- Theorems on large deviations for a family of stochastic processes converging to a Markov process
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
- Equivalences and counterexamples between several definitions of the uniform large deviations principle
- Dean-Kawasaki dynamics: ill-posedness vs. triviality
- Large deviations of time-averaged statistics for Gaussian processes
- A law of large numbers for interacting diffusions via a mild formulation
- Spatial asymptotics at infinity for heat kernels of integro-differential operators
- Path-space moderate deviation principles for the random field Curie-Weiss model
- Large deviations for infectious diseases models
- On the existence conditions for exact large deviation principles
- An elementary derivation of the large deviation rate function for finite state Markov chains
- Minimum energy for linear systems with finite horizon: a non-standard Riccati equation
- Semigroups of max-plus linear operators
- Large deviation estimates involving deformed exponential functions
- Curl flux induced drift in stochastic differential equations in the zero-mass limit
- scientific article; zbMATH DE number 1827858 (Why is no real title available?)
- Stochastic dynamics for adaptation and evolution of microorganisms
- Metastability for systems of interacting neurons
- Stochastic limit-cycle oscillations of a nonlinear system under random perturbations
- Large deviation estimates for some nonlocal equations. General bounds and applications
- Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion
- Dynamical moderate deviations for the Curie-Weiss model
- Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
- Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation
- Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
- Large deviations for geodesic random walks
- Stochastic hybrid systems in cellular neuroscience
- Large deviations for Brownian particle systems with killing
- Sample path large deviations for the multiplicative Poisson shot noise process with compensation
- Large deviations analysis for distributed algorithms in an ergodic Markovian environment
- Large deviations for Markov jump processes with uniformly diminishing rates
- Unhedgeable shocks and statistical economic equilibrium
- Asymptotic analysis for affine point processes with large initial intensity
- Variational approach to coarse-graining of generalized gradient flows
- The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients
- Approximating a diffusion by a finite-state hidden Markov model
- Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
- Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
- Value functions in the Wasserstein spaces: finite time horizons
- Large deviations of the greedy independent set algorithm on sparse random graphs
- On limit measures and their supports for stochastic ordinary differential equations
- Large deviation principle for epidemic models
- Large deviations of Markov chains with multiple time-scales
- Large deviations under a viewpoint of metric geometry: measure-valued process cases
- Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
- Metastability in a continuous mean-field model at low temperature and strong interaction
- On the large deviation principle for the almost sure CLT.
- A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- Metastable behavior in Markov processes with internal states
- Asymptotics of the Invariant Measure in Mean Field Models with Jumps
- Random evolution in a scheme of asymptotically small diffusion with Markov switchings
- Large deviations for impulsive processes in the scheme of Poisson approximation
- Small-time asymptotics for fast mean-reverting stochastic volatility models
- Large deviations for the empirical measure of a diffusion via weak convergence methods
- Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes
- Passing to the limit in a Wasserstein gradient flow: from diffusion to reaction
- On a class of first order Hamilton-Jacobi equations in metric spaces
- Martingale problems for large deviations of Markov processes
- Large deviation principle for one-dimensional SDEs with discontinuous coefficients
- Large deviations of mean-field interacting particle systems in a fast varying environment
- Some asymptotic results for nonlinear Hawkes processes
- Quadratic and rate-independent limits for a large-deviations functional
- Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
- Gibbs-non-Gibbs transitions via large deviations: computable examples
- Large-time asymptotics for an uncorrelated stochastic volatility model
- Large deviations for a slow-fast system with jump-diffusion processes
- Large deviations for multi-scale jump-diffusion processes
- Two-parameter sample path large deviations for infinite-server queues
- A large deviation principle for stochastic integrals
- Branching random walk in an inhomogeneous breeding potential
- A Hamilton-Jacobi PDE in the space of measures and its associated compressible Euler equations
- Averaging principle of SDE with small diffusion: Moderate deviations
- Random evolutions with locally independent increments on increasing time intervals
- Markov additive processes. I: Eigenvalue properties and limit theorems
- Large deviations for stochastic PDE with Lévy noise
- Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics
- Transition density estimates for a class of Lévy and Lévy-type processes
- Large deviations principles for stochastic scalar conservation laws
- Freidlin-Wentzell's large deviations for stochastic evolution equations
- Optimal transport and large number of particles
- Large deviations for infinite dimensional stochastic dynamical systems
- Large deviations for impulsive processes in the scheme of the Lévy approximation
- Large deviation properties of weakly interacting processes via weak convergence methods
This page was built for publication: Large deviations for stochastic processes.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3409967)
