scientific article; zbMATH DE number 4046801

MaRDI QIDQ3784932zbMATH OpenFDO

Authors Paolo Baldi, Mireille Chaleyat-Maurel

Publication date 1988

zbMATH Keywords

large deviationsLévy modulus for the Brownian motionVenttsel-Frejdlin estimate

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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(12)

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• A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero
• On large deviations for small noise Itô processes
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• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
• Extension of N\"orlund and Riesz means: new estimates
• Large deviations for a stochastic Cahn-Hilliard equation in Hölder norm
• General Freidlin-Wentzell large deviations and positive diffusions
• Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
• Large deviations for a simple closed queueing model
• Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach

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