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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
- Random modulation of solitons for the stochastic Korteweg-de Vries equation
- Splitting for rare event simulation: A large deviation approach to design and analysis
- Learning by trial and error
- Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamics
- Random matching in adaptive dynamics
- Neutral stochastic functional differential equations with additive perturbations
- Kinetics of phase transitions in two dimensional Ising models studied with the string method
- Confidence tori in the analysis of stochastic 3D-cycles
- Non-equilibrium thermodynamics of piecewise deterministic Markov processes
- Quasi-potentials of the entropy functionals for scalar conservation laws
- Some regularity results on the Ventcel-Freidlin quasi-potential function
- Large deviations and functional iterated logarithm law for diffusion processes
- Théorèmes de convergence presque sure pour une classe d'algorithmes stochastiques à pas decroissant
- Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
- Asymptotic thermodynamic criteria for the persistency of metastable states
- Localization results for densities associated with stable small-noise diffusions
- Stable dynamical systems under small perturbations
- Large deviations and stochastic homogenization
- On the eigenfunctions of the Fokker-Planck operator and of its adjoint
- Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates
- Nondifferentiable potentials for nonequilibrium steady states
- A path integral approach to data structure evolution
- Theory of residence-time control by output feedback
- Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems)
- An extension of Zeeman's notion of structural stability to non-invertible maps
- Behavior of droplets for a class of Glauber dynamics at very low temperature
- Large deviations for Markov processes with discontinuous statistics. II: Random walks
- Singular perturbed Markov chains and exact behaviors of simulated annealing processes
- Cooperation in the short and in the long run
- Aiming control: Residence probability and (D, T)-stability
- Some results on the problem of exit from a domain
- The pattern of escape from metastability of a stochastic Ising model
- A stochastic theory of adiabatic invariance
- Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
- Average behavior in learning models
- Quasipotentials for simple noisy maps with complicated dynamics
- Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
- Action functional for diffusions in discontinuous media
- Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems
- Asymptotic law in sequential estimation of a change point
- Asymptotic behavior of some linear differential systems
- Simulated annealing with time-dependent energy function via Sobolev inequalities
- Poissonian asymptotics of a randomly perturbed dynamical system: Flip-flop of the stochastic disk dynamo
- The modeling of small scales in two-dimensional turbulent flows: A statistical mechanics approach
- The consensus times of the majority vote process on a torus
- Hierarchical structure of attractors of dynamical systems
- Stochastic approximation algorithms with constant step size whose average is cooperative
- On the problem of exit from cycles for simulated annealing processes. A backward equation approach
- Large deviation properties of data streams that share a buffer
- The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem
- Wavefront propagation for reaction-diffusion systems and backward SDEs
- Multivalued Skorohod problem
- Dynamical systems and variational inequalities
- Large deviations for discrete-time epidemic models
- Large deviations for trajectories of sums of independent random variables
- Large deviations, averaging and periodic orbits of dynamical systems
- Large deviations for empirical measures with degenerate limiting distribution
- Large deviation principle for stochastic evolution equations
- Multilevel large deviations and interacting diffusions
- Erdős-Rényi laws for Gibbs measures
- Limit theorems on the exit problems for small random perturbations of dynamical systems. II
- Regularity of boundary quasi-potentials for planar systems
- Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
- Large deviations for Markov processes with mean field interaction and unbounded jumps
- Large deviations for fields with stationary independent increments
- The method of stochastic exponentials for large deviations
- A four-thirds law for phase randomization of stochastically perturbed oscillators and related phenomena
- On discrete inhomogeneous exit problems
- Vertex-reinforced random walks and a conjecture of Pemantle
- A mathematical model for intracellular effects of toxins on DNA adduction and repair
- On the relationship between risk-dominance and stochastic stability
- Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes
- Discrete time semigroup transformations with random perturbations
- Muddling through: Noisy equilibrium selection
- Costs of flexibility and equilibrium selection
- The metastable behavior of the three-dimensional stochastic Ising model. I
- A unified approach to the large deviations for small perturbations of random evolution equations
- Fixed lag smoothing of scalar diffusions. Part I. The filtering-smoothing equation
- Nonlinear filtering problem with contamination
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
- On the invariant measure of non-reversible simulated annealing
- A large deviation principle for small perturbations of random evolution equations in Hoelder norm
- Learning to play limited forecast equilibria
- Stochastic approximation with two time scales
- Noise-induced escape through a chaotic saddle: lowering of the activation energy
- Noise-induced shift of singularities in the pattern of optimal paths
- Random perturbations of deterministic equilibria.
- Noise-induced escape through a fractal basin boundary
- The loop erased exit path and the metastability of a biased vote process
- Equilibrium selection in bargaining models.
- A multinomial probit model of stochastic evolution.
- The evolution of exchange.
- Learning to communicate in cheap-talk games.
- Phase transitions and metastability in Markovian and molecular systems
- Large deviations from the thermodynamic limit in globally coupled maps
- Stochastically stable states in an oligopoly with differentiated goods: Equivalence of price and quantity strategies
- On functional limit theorems for solutions of stochastic equations
- Markov chains with exponentially small transition probabilities: first exit problem from a general domain. I: The reversible case.
- Hydrodynamics and fluctuations outside of local equilibrium: driven diffusive systems.
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