Large deviations for stochastic processes.

zbMATH Open1113.60002MaRDI QIDQ3409967FDOQ3409967

Authors: Jin Feng, Thomas G. Kurtz 

Publication date: 21 November 2006

Recommendations

• scientific article; zbMATH DE number 3947314
• scientific article
• scientific article; zbMATH DE number 1153603
• Large deviations
• Theorems on large deviations for a family of stochastic processes converging to a Markov process

zbMATH Keywords

martingalesstochastic processeslarge deviationMarkov processessemigroupsFreidlin-Wentzell theoryrandom evolutions

Mathematics Subject Classification ID

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)

Cited In (only showing first 100 items - show all)

• Large deviations for some fast stochastic volatility models by viscosity methods
• A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
• Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
• Transition density estimates for a class of Lévy and Lévy-type processes
• Large deviation principle for a class of SPDE with locally monotone coefficients
• Small-time asymptotics for fast mean-reverting stochastic volatility models
• Passing to the limit in a Wasserstein gradient flow: from diffusion to reaction
• Freidlin-Wentzell's large deviations for stochastic evolution equations
• Large deviations for infinite dimensional stochastic dynamical systems
• Large deviations for stochastic evolution equations with small multiplicative noise
• Large-time asymptotics for an uncorrelated stochastic volatility model
• Markov additive processes. I: Eigenvalue properties and limit theorems
• Non-equilibrium thermodynamical principles for chemical reactions with mass-action kinetics
• A generalized asymmetric exclusion process with \(U_q(\mathfrak {sl}_2)\) stochastic duality
• Large deviations
• Gibbs-non-Gibbs transitions via large deviations: computable examples
• Large deviations for random evolutions with independent increments in the scheme of the Poisson approximation
• Moderate deviations and Strassen's law for additive processes
• On a class of first order Hamilton-Jacobi equations in metric spaces
• Some asymptotic results for nonlinear Hawkes processes
• Averaging principle of SDE with small diffusion: Moderate deviations
• Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics
• Large deviations and applications for Markovian Hawkes processes with a large initial intensity
• Phase transitions and metastability in Markovian and molecular systems
• Large deviation properties of weakly interacting processes via weak convergence methods
• Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential
• Asymptotics of the Invariant Measure in Mean Field Models with Jumps
• Quadratic and rate-independent limits for a large-deviations functional
• A gradient flow approach to large deviations for diffusion processes
• The behavior of the generator normalization factor in approximation of random processes
• Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation
• On large deviations of coupled diffusions with time scale separation
• Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures (with Appendix B by Atanas Stefanov)
• Large deviations for impulsive processes in the scheme of Poisson approximation
• Storage impulsive processes in the merging phase space
• Metastable behavior in Markov processes with internal states
• Large deviations for the empirical measure of a diffusion via weak convergence methods
• Large deviations for multi-scale jump-diffusion processes
• Low-temperature dynamics of the Curie-Weiss model: Periodic orbits, multiple histories, and loss of Gibbsianness
• Adaptation of a quantitative trait to a changing environment: new analytical insights on the asexual and infinitesimal sexual models
• Large deviations principles for stochastic scalar conservation laws
• Spectral theory and limit theorems for geometrically ergodic Markov processes
• The method of stochastic exponentials for large deviations
• Random evolution in a scheme of asymptotically small diffusion with Markov switchings
• The problem of discrete Markov diffusion leaving an interval
• Large deviations for Markov jump processes in periodic and locally periodic environments
• Hamiltonian and Lagrangian for the trajectory of the empirical distribution and the empirical measure of Markov processes
• Large deviations of mean-field interacting particle systems in a fast varying environment
• Large deviations for a slow-fast system with jump-diffusion processes
• Two-parameter sample path large deviations for infinite-server queues
• Martingale problems for large deviations of Markov processes
• Large deviation principle for one-dimensional SDEs with discontinuous coefficients
• Branching random walk in an inhomogeneous breeding potential
• Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
• Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes
• A large deviation principle for stochastic integrals
• On microscopic origins of generalized gradient structures
• Large deviations for small noise diffusions in a fast Markovian environment
• On the Hamiltonian structure of large deviations in stochastic hybrid systems
• Large deviations for stochastic PDE with Lévy noise
• Optimal transport and large number of particles
• Hamilton-Jacobi equations in space of measures associated with a system of conservation laws
• Large deviations for interacting multiscale particle systems
• Large deviations for non-Markovian diffusions and a path-dependent eikonal equation
• A Hamilton-Jacobi PDE in the space of measures and its associated compressible Euler equations
• Random evolutions with locally independent increments on increasing time intervals
• A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations
• Large deviations for impulsive processes in the scheme of the Lévy approximation
• Large deviations principle for a large class of one-dimensional Markov processes
• Upscaling a model for the thermally-driven motion of screw dislocations
• 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
• 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
• The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients
• Equivalences and counterexamples between several definitions of the uniform large deviations principle
• Steering the distribution of agents in mean-field games system
• Deriving GENERIC from a generalized fluctuation symmetry
• Metastability for systems of interacting neurons
• Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
• Is the Boltzmann equation reversible? A large deviation perspective on the irreversibility paradox
• Large deviations for geodesic random walks
• Large deviations analysis for distributed algorithms in an ergodic Markovian environment
• Large deviation principle for epidemic models
• Metastability in a continuous mean-field model at low temperature and strong interaction
• 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
• Stochastic switching in biology: from genotype to phenotype
• Unhedgeable shocks and statistical economic equilibrium
• Approximating a diffusion by a finite-state hidden Markov model
• Queue length asymptotics for the multiple-server queue with heavy-tailed Weibull service times
• On exact large deviation principles for compound renewal processes
• Path-space moderate deviation principles for the random field Curie-Weiss model
• Dynamical moderate deviations for the Curie-Weiss model
• Storage impulsive processes on increasing time intervals
• Value functions in the Wasserstein spaces: finite time horizons
• Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales

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)