scientific article; zbMATH DE number 3826915
From MaRDI portal
Publication:3672830
Recommendations
- scientific article; zbMATH DE number 1239549
- Random Perturbations of Dynamical Systems
- scientific article; zbMATH DE number 16728
- scientific article; zbMATH DE number 193038
- Publication:4729091
- Random dynamical systems. Theory and applications
- scientific article; zbMATH DE number 27665
- A note on small random perturbations of dynamical systems
- Random dynamical systems: a review
Cited in
(only showing first 100 items - show all)- Solution to the variation problem for information path functional of a controlled random process
- A comparison of homogenization and large deviations, with applications to wavefront propagation
- COMPARISON OF A DUAL STRATEGY FOR T-CELL ACTIVATION UNDER INHIBITION OF THE CD4 RECEPTOR
- A note on small random perturbations of dynamical systems
- An ergodic sampling scheme for constrained Hamiltonian systems with applications to molecular dynamics
- A Markov chain analysis of genetic algorithms: large deviation principle approach
- Self-induced stochastic resonance in excitable systems
- A multinomial probit model of stochastic evolution.
- Density in small time for Lévy processes
- The local principle of large deviations for solutions of Itô stochastic equations with quick drift
- Asymptotics of exponential moments of a weighted local time of a Brownian motion with small variance
- Aiming control: Residence probability and \((D, T)\)-stability
- Large deviation principle for one-dimensional SDEs with discontinuous coefficients
- From ballistic to diffusive behavior in periodic potentials
- A mathematical model for intracellular effects of toxins on DNA adduction and repair
- Non-quantum uncertainty relations of stochastic dynamics
- Stochastic bifurcation
- Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups
- The evolution of exchange.
- Large deviations and support theorem for diffusion processes via rough paths.
- Breaking the chain
- Non-differentiable large-deviation functionals in boundary-driven diffusive systems
- Confidence tori in the analysis of stochastic 3D-cycles
- Abrupt convergence and escape behavior for birth and death chains
- Remarks on the ergodicity of simulated annealing algorithms on a graph
- Breakdown of a chemostat exposed to stochastic noise
- Sample path large deviations and optimal importance sampling for stochastic volatility models
- Stochastic Generation of Bursting Oscillations in the Three-dimensional Hindmarsh–Rose Model
- Nonlinear filtering problem with contamination
- Large deviations of semimartingales: A maxingale problem approach i. limits as solutions to a maxingale problem
- Altruistic versus egoistic behavior in a public good game
- Large deviations for the stochastic shell model of turbulence
- On the Ornstein-Uhlenbeck operator in 𝐿² spaces with respect to invariant measures
- The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem
- Learning in games by random sampling
- Metastability of logit dynamics for coordination games
- Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\)
- Langevin dynamics with a tilted periodic potential
- Large deviations for the empirical mean of an M/M/\(1\) queue
- Imitation, local interaction, and coordination
- Efficiency and stochastic stability in normal form games
- Large deviations for Poisson random measures and processes with independent increments
- On large deviations in the averaging principle for SDEs with a ``full dependence
- An introduction to metastability through random walks
- LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS
- Hold-up and the evolution of investment and bargaining norms
- The most likely voltage path and large deviations approximations for integrate-and-fire neurons
- A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
- The invariant density of a chaotic dynamical system with small noise
- Large deviations for the stochastic quasigeostrophic equation with multiplicative noise
- Large deviation principle for SDEs with Dini continuous drifts
- Cooperation in the short and in the long run
- Large deviations for Markov jump processes in periodic and locally periodic environments
- Large deviations of mean-field stochastic differential equations with jumps
- Learning by trial and error
- A study of subadmissible simulated annealing algorithms
- The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation
- Small random perturbations of a dynamical system with blow-up
- Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
- Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets†
- Global in time solutions to Kolmogorov-Feller pseudodifferential equations with small parameter
- Rule evolution and equilibrium selection
- A survey of entropy methods for partial differential equations
- Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise
- Generalized risk-dominance and asymmetric dynamics
- Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
- Correlated equilibrium in stochastic games
- On goodness-of-fit tests for parametric hypotheses in perturbed dynamical systems using a minimum distance estimator
- Sensitivity and chaos control for the forced nonlinear oscillations
- Reflected backward stochastic differential equations with perturbations
- BSDE with jumps and non-Lipschitz coefficients: application to large deviations
- Large deviation principles for the stochastic quasi-geostrophic equations
- Stochastic imitation in finite games
- Splitting for rare event simulation: A large deviation approach to design and analysis
- Random matching in adaptive dynamics
- Robustness in biological regulatory networks. I: Mathematical approach
- Metastability and nucleation for the Blume-Capel model. Different mechanisms of transition.
- On functional limit theorems for solutions of stochastic equations
- Oscillatory Behavior of the Rate of Escape through an Unstable Limit Cycle
- Reaction-diffusion in incompressible fluid: asymptotic problems.
- Ruin Probability for the Integrated Gaussian Process with Force of Interest
- Stochastic approximation with two time scales
- Large deviation principle for a class of SPDE with locally monotone coefficients
- Goodness-of-fit tests for perturbed dynamical systems
- Stochastic adaptation in finite games played by heterogeneous populations
- Limit behavior of two-time-scale diffusions revisited
- Social evolution and genetic interactions in the short and long term
- Large deviation of diffusion processes with discontinuous drift and their occupation times.
- Imitation and the evolution of Walrasian behavior: theoretically fragile but behaviorally robust
- Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
- Large deviation estimates in the stochastic quantization of \(\phi ^ 4_ 2\)
- Deterministic and Stochastic FitzHugh–Nagumo Systems
- Volume of trade and dynamic network formation in two-sided economies
- Relaxation height in energy landscapes: an application to multiple metastable states
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Metastable states, quasi-stationary distributions and soft measures
- An averaging principle for diffusions in foliated spaces
- Large deviations for two-time-scale diffusions, with delays
- Ideal gas approximation for a two-dimensional rarefied gas under Kawasaki dynamics
- Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3672830)