scientific article; zbMATH DE number 3826915

zbMATH Open0522.60055MaRDI QIDQ3672830FDOQ3672830

Alexander D. Wentzell, Mark Freidlin

Publication date: 1984

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Generation, random and stochastic difference and differential equations (37H10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic analysis (60Hxx)

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

Deterministic and Stochastic FitzHugh–Nagumo Systems
Moderate deviations and central limit theorem for positive diffusions
A rigorous model study of the adaptive dynamics of Mendelian diploids
Large deviations from the mckean-vlasov limit for weakly interacting diffusions
Large deviations for two-time-scale diffusions, with delays
Moderate deviation principles for stochastic differential equations with jumps
Volume of trade and dynamic network formation in two-sided economies
Metastable states, quasi-stationary distributions and soft measures
An averaging principle for diffusions in foliated spaces
Polymorphic evolution sequence and evolutionary branching
Semiclassical Analysis for the Kramers–Fokker–Planck Equation
Nonequilibrium potentials for dynamical systems with fractal attractors or repellers
Large deviations for infinite dimensional stochastic dynamical systems
Langevin dynamics, large deviations and instantons for the quasi-geostrophic model and two-dimensional Euler equations
Large deviations for stochastic evolution equations with small multiplicative noise
Stochastic better-reply dynamics in finite games
Pointwise estimates and exponential laws in metastable systems via coupling methods
Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems
Some regularity results on the Ventcel-Freidlin quasi-potential function
Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems
On the stability of diffusion processes with state-dependent switching
Stochastic evolutionary game dynamics
Feller property and exponential ergodicity of diffusion processes with state-dependent switching
Dynamical systems and variational inequalities
Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamics
Stochastic stability in networks with decay
Behavior of droplets for a class of Glauber dynamics at very low temperature
Markov chains with exponentially small transition probabilities: first exit problem from a general domain. I: The reversible case.
Markov chains with exponentially small transition probabilities: First exit problem from a general domain. II: The general case.
Small perturbations and stochastic games
Two-player stochastic games. II: The case of recursive games
Neutral stochastic functional differential equations with additive perturbations
Nonlinear diffusion with a bounded stationary level surface
On discrete inhomogeneous exit problems
On large deviations for SDEs with small diffusion and averaging.
Maximum likelihood drift estimation for multiscale diffusions
Non-equilibrium thermodynamics of piecewise deterministic Markov processes
Well-posedness and large deviations of the stochastic modified Camassa-Holm equation
Phase transitions and metastability in Markovian and molecular systems
Imitation processes with small mutations
Evolutionary game dynamics in finite populations with strong selection and weak mutation
Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions.
An evolutionary model of Bertrand oligopoly
Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation
Relaxation height in energy landscapes: an application to multiple metastable states
Vertex-reinforced random walks and a conjecture of Pemantle
Long-run equilibria with dominated strategies
Stability of a random diffusion with nonlinear drift
A PDE approach to certain large deviation problems for systems of parabolic equations
The evolution of social and economic networks.
Muddling through: Noisy equilibrium selection
Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\)
Stochastic networks with multiple stable points
Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
Multivalued Skorohod problem
The method of stochastic exponentials for large deviations
Nondifferentiable potentials for nonequilibrium steady states
Noise-induced escape through a chaotic saddle: lowering of the activation energy
First exit times of SDEs driven by stable Lévy processes
Metastability under stochastic dynamics
Extrapolating weak selection in evolutionary games
From invasion to extinction in heterogeneous neural fields
Remarks on elliptic singular perturbation problems
On the relationship between risk-dominance and stochastic stability
Large deviations for a slow-fast system with jump-diffusion processes
Structural holes in social networks
Approximation of epidemic models by diffusion processes and their statistical inference
Large deviations for processes with discontinuous statistics
Asymptotic properties of jump-diffusion processes with state-dependent switching
Random Perturbations of Dynamical Systems
Kinetic theory of jet dynamics in the stochastic barotropic and 2D Navier-Stokes equations
The exit path of a Markov chain with rare transitions
On the stability of jump-diffusions with Markovian switching
Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
Large deviation for Navier-Stokes equations with small stochastic perturbation
A study of a class of stochastic differential equations with non-Lipschitzian coefficients
Uniform large deviations for parabolic SPDEs and applications
Reactive trajectories and the transition path process
Adaptation in a stochastic multi-resources chemostat model
From Individual Stochastic Processes to Macroscopic Models in Adaptive Evolution
A microscopic interpretation for adaptive dynamics trait substitution sequence models
Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions
On hyperboundedness and spectrum of Markov operators
Non-classical large deviations for a noisy system with non-isolated attractors
Recent progress on the small parameter exit problem^†
Renormalization group for Markov chains and application to metastability
Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models
Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise
Evolutionary game dynamics
Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media
Rare Event Simulation of Small Noise Diffusions
Stochastic averaging principle for systems with pathwise uniqueness
The modeling of small scales in two-dimensional turbulent flows: A statistical mechanics approach
Longtime behavior of a class of stochastic tumor-immune systems
Large deviation properties of data streams that share a buffer
A criterion on a repeller being a null set of any limit measure for stochastic differential equations
On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems

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