Freidlin-Wentzell theorylarge deviationMarkov processesmartingalesrandom evolutionssemigroupsstochastic processes
Semigroups of nonlinear operators (47H20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35)
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(only showing first 100 items - show all)- Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems
- A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
- A PDE approach to large deviations in Hilbert spaces
- Theorems on large deviations for a family of stochastic processes converging to a Markov process
- The method of stochastic exponentials for large deviations
- Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
- Phase transitions and metastability in Markovian and molecular systems
- Martingale problems for large deviations of Markov processes
- 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
- Some asymptotic results for nonlinear Hawkes processes
- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
- Large deviations for the empirical measure of a diffusion via weak convergence methods
- Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity
- Stochastic hybrid systems in cellular neuroscience
- Dean-Kawasaki dynamics: ill-posedness vs. triviality
- Large deviations of time-averaged statistics for Gaussian processes
- Steering the distribution of agents in mean-field games system
- On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach
- Deriving GENERIC from a generalized fluctuation symmetry
- Path-space moderate deviation principles for the random field Curie-Weiss model
- Large deviations for Brownian particle systems with killing
- Averaging principle of SDE with small diffusion: Moderate deviations
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- Large deviations principle for a large class of one-dimensional Markov processes
- Unhedgeable shocks and statistical economic equilibrium
- Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
- Projection method for saddle points of energy functional in \(H^{-1}\) metric
- Flux large deviations of independent and reacting particle systems, with implications for macroscopic fluctuation theory
- Large deviations for small noise diffusions in a fast Markovian environment
- Classical large deviation theorems on complete Riemannian manifolds
- Metastability in a continuous mean-field model at low temperature and strong interaction
- The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations
- Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure
- Large deviations and entropy production in viscous fluid flows
- Dynamical large deviations for plasmas below the Debye length and the Landau equation
- A Hamilton-Jacobi PDE associated with hydrodynamic fluctuations from a nonlinear diffusion equation
- The moderate deviations principle for the trajectories of compound renewal processes on the half-line
- Minimum energy with infinite horizon: from stationary to non-stationary states
- More on the long time stability of Feynman-Kac semigroups
- Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups
- On the existence conditions for exact large deviation principles
- Large deviations for the empirical measure of the zig-zag process
- Metastability for systems of interacting neurons
- Analysis of stochastic neutral fractional functional differential equations
- Large deviations for interacting multiscale particle systems
- Large deviations for Markov jump processes in periodic and locally periodic environments
- Dimension results for the spectral measure of the circular ensembles
- Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet
- Gamma-convergence of a gradient-flow structure to a non-gradient-flow structure
- Large deviations for Markov jump processes with uniformly diminishing rates
- Large deviations of mean-field interacting particle systems in a fast varying environment
- Large deviations for a slow-fast system with jump-diffusion processes
- Frenesy: time-symmetric dynamical activity in nonequilibria
- Large deviations for scaled sums of p-adic-valued rotation-symmetric independent and identically distributed random variables
- Path-space moderate deviations for a class of Curie-Weiss models with dissipation
- Geometric ergodicity in a weighted Sobolev space
- Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations
- Large deviation principle for a class of SPDE with locally monotone coefficients
- Is the Boltzmann equation reversible? A large deviation perspective on the irreversibility paradox
- Barriers of the McKean-Vlasov energy via a mountain pass theorem in the space of probability measures
- Surface energy and boundary layers for a chain of atoms at low temperature
- Attainability property for a probabilistic target in Wasserstein spaces
- The local principle of large deviations for compound Poisson process with catastrophes
- Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
- A law of large numbers for interacting diffusions via a mild formulation
- Random evolutions with locally independent increments on increasing time intervals
- Asymptotic results for random walks in continuous time with alternating rates
- Large deviations for geodesic random walks
- Large deviations of Markov chains with multiple time-scales
- Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation
- Generation of balanced viscosity solutions to rate-independent systems via variational convergence
- Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
- On large deviation principles for compound renewal processes
- Large fluctuations in two-level systems with stimulated emission
- Interacting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviations
- Value functions in the Wasserstein spaces: finite time horizons
- Approximating a diffusion by a finite-state hidden Markov model
- Semigroups of max-plus linear operators
- Mathematical formalism of nonequilibrium thermodynamics for nonlinear chemical reaction systems with general rate law
- Dynamical moderate deviations for the Curie-Weiss model
- Variational approach to coarse-graining of generalized gradient flows
- Equivalences and counterexamples between several definitions of the uniform large deviations principle
- Transition density estimates for a class of Lévy and Lévy-type processes
- On a class of first order Hamilton-Jacobi equations in metric spaces
- Large deviations under a viewpoint of metric geometry: measure-valued process cases
- Asymptotics of the area under the graph of a Lévy-driven workload process
- Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
- Stochastic impulsive processes on a superposition of two renewal processes
- Large deviations for some fast stochastic volatility models by viscosity methods
- Large deviations for processes on half-line: random walk and compound Poisson
- Stochastic limit-cycle oscillations of a nonlinear system under random perturbations
- Hawking-Penrose black hole model. Large emission regime
- Solutions to Hamilton-Jacobi equation on a Wasserstein space
- Path large deviations for the kinetic theory of weak turbulence
- Revisit of macroscopic dynamics for some non-equilibrium chemical reactions from a Hamiltonian viewpoint
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