scientific article

zbMath0522.60055MaRDI QIDQ3672830

Mark I. Freidlin, Alexander D. Wentzell

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

invariant measureexponential estimatessingular perturbation problemsaveraging principle for random processeslarge deviations of random processes

Mathematics Subject Classification ID

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

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finies, Small random perturbations of one-dimensional diffusion processes, Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures, Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media, Unnamed Item, Evolutionary game dynamics, Computation of minimum action paths of the stochastic nonlinear Schrödinger equation with dissipation, Analysis of small disturbances of transmission lines in dynamic stability studies, Large deviation principles for Langevin equations in random environment and applications, The Itô-Stratonovich formula for an operator of order four, Asymptotic behaviour of randomised fractional volatility models, Large deviations from the mckean-vlasov limit for weakly interacting diffusions, Instanton based importance sampling for rare events in stochastic PDEs, Asymptotics for the resolvent equation associated to the game-theoretic p-laplacian, Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets^†, Moderate deviations for a class of semilinear SPDE with fractional noises, Noise-induced complex oscillatory dynamics in the Zeldovich–Semenov model of a continuous stirred tank reactor, Moderate deviations-based importance sampling for stochastic recursive equations, Large deviations of the entropy production rate for a class of Gaussian processes, Asymptotics of the principal eigenvalue for a linear time-periodic parabolic operator II: Small diffusion, Stochastic Neural Field Theory, Constructive role of noise and diffusion in an excitable slow–fast population system, Uniform large deviation principles for Banach space valued stochastic evolution equations, Large deviation for a 2D Allen–Cahn–Navier–Stokes model under random influences, Large deviations for the stochastic quasigeostrophic equation with multiplicative noise, Nonequilibrium potentials for dynamical systems with fractal attractors or repellers, Oscillatory Behavior of the Rate of Escape through an Unstable Limit Cycle, Large deviations for nonlinear stochastic Schrödinger equation, Large fluctuations of the area under a constrained Brownian excursion, Geometrical optics of constrained Brownian excursion: from the KPZ scaling to dynamical phase transitions, Deterministic and Stochastic Dynamics of Chronic Myelogenous Leukaemia Stem Cells Subject to Hill-Function-Like Signaling, Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise, Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs, Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness, A Stochastic Hierarchical Population System: Excitement, Extinction and Transition to Chaos, Moderate deviations for a fractional stochastic heat equation with spatially correlated noise, A Class of Non-Markovian Pseudo-differential Operators of Lévy Type, On the enhancement of diffusion by chaos, escape rates and stochastic instability, Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations, Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises, Unnamed Item, Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems, Landau theory for finite-time dynamical phase transitions, Large deviations principle via Malliavin calculus for the Navier-Stokes system driven by a degenerate white-in-time noise, Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions, Geometric characterization of the Eyring-Kramers formula, Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations, Computing non-equilibrium trajectories by a deep learning approach, Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs, A new algorithm for computing path integrals and weak approximation of SDEs inspired by large deviations and Malliavin calculus, Large deviation principle for distribution dependent S(P)DEs with singular drift, Stochastic sensitivity of cycles in periodic dynamical systems, First passage times and minimum actions for a stochastic minimal bistable system, EXCITABILITY AND COMPLEX MIXED-MODE OSCILLATIONS IN STOCHASTIC BUSINESS CYCLE MODEL, Optimal total variation bounds for stochastic differential delay equations with small noises, Stochastic evolutionary \(p\)-Laplace equation: large deviation principles and transportation cost inequality, Stabilizing stochastically-forced oscillation generators with hard excitement: a confidence-domain control approach, A model for data transmission and its optimization, Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure, Stochastic dynamics of nonlinear tumor-immune system with chemotherapy, Stochastic time-varying extremum seeking and its applications, A large deviation principle for fluids of third grade, Modeling and control of data transmission, Large deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity, Large deviations for small noise diffusions over long time, Central limit theorems and moderate deviations for stochastic reaction-diffusion lattice systems, Stein variational gradient descent: many-particle and long-time asymptotics, Using Witten Laplacians to Locate Index-1 Saddle Points, Designing universal causal deep learning models: The geometric (Hyper)transformer, Multiscale eco-evolutionary models: from individuals to populations, Large deviations for the stochastic functional integral equation with nonlocal condition, Unnamed Item, On the Ornstein-Uhlenbeck operator in 𝐿² spaces with respect to invariant measures, Stochastic bifurcation, Stochastic bifurcation, Dynamic approximation of a random information functional, Evolutionary learning in signalling games, Learning in games by random sampling, Dynamic approximation of a random information functional, Ruin Probability for the Integrated Gaussian Process with Force of Interest, Stochastic approximation algorithms: overview and recent trends., Invariant measures for a random evolution equation with small perturbations, Exit cycling for the Van der Pol oscillator and quasipotential calculations, Large Deviations Analysis of Extinction in Branching Models, Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations, Overflow Asymptotics for large Communications Systems with General Markov Fluid Sources, Stochastic Generation of Bursting Oscillations in the Three-dimensional Hindmarsh–Rose Model, Analysis of the Stochastic Excitement in a Model of Flow Reactor, A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application, Global stability properties of the climate: Melancholia states, invariant measures, and phase transitions, Unnamed Item, Some analytic approximations for backward stochastic differential equations