scientific article; zbMATH DE number 3678842

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Functional law for the anticipating Ornstein-Uhlenbeck process
Majoration en temps petit de la densité d'une diffusion dégénérée
Large deviations and functional iterated logarithm law for diffusion processes
Étude de processus généralisant l'aire de Lévy
Large deviations of uniformly recurrent Markov additive processes
Laplace approximations for sums of independent random vectors. II: Degenerate maxima and manifolds of maxima
Intégration dans la fibre associée a une diffusion dégénérée. (Integration in a fiber associated to a degenerated diffusion)
Minoration en temps petit de la densité d'une diffusion dégénérée. (Lower estimate for small times of the density of a degenerate diffusion)
Parametric estimation for the mean of a Gaussian process by the method of sieves
Some results on the problem of exit from a domain
Precise estimates of presence probabilities in the branching random walk
Large deviation lower bounds for arbitrary additive functionals of a Markov chain
Convergence rates for annealing diffusion processes
Behaviour of the density in perturbed SPDE's with spatially correlated noise
Large deviations and functional law of the iterated logarithm for random processes
Stochastic delay equations with hereditary drift: Estimates of the density
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space
Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
Large deviations for Gaussian diffusions with delay
Well-posedness and large deviations for a class of SPDEs with Lévy noise
On random perturbations of dynamical systems and diffusions with a Brownian potential in dimension one
The large deviations of a multi-allele Wright-Fisher process mapped on the sphere.
Large deviation of diffusion processes with discontinuous drift and their occupation times.
Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold
The Strassen law of the iterated logarithm in Banach function spaces
Gaussian measures on linear spaces
A diffusion approximation theorem for a nonlinear PDE with application to random birefringent optical fibers
Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
Asymptotic behavior of densities for stochastic functional differential equations
Uniform large deviations for parabolic SPDEs and applications
Kolmogorov-Fokker-Planck operators in dimension two: heat kernel and curvature
Classical large deviation theorems on complete Riemannian manifolds
Central limit theorem and moderate deviation principle for CKLS model with small random perturbation
Atypical exit events near a repelling equilibrium
Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence
Large deviation principle for a mixed fractional and jump diffusion process
Large deviation principle for spatial economic growth model on networks
Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet
Rate of escape of conditioned Brownian motion
A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero
Large deviation principle for a class of SPDE with locally monotone coefficients
Stochastic hyperbolic systems, small perturbations and pathwise approximation
Large deviation principle for McKean-Vlasov quasilinear stochastic evolution equations
Large deviations of conditioned diffusions and applications
Large deviations for stochastic nonlinear beam equations
Estimation of the realized (co-)volatility vector: large deviations approach
Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise
An explicit local uniform large deviation bound for Brownian bridges
A study of a class of stochastic differential equations with non-Lipschitzian coefficients
Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls
On large deviations for small noise Itô processes
Well-posedness and large deviations of the stochastic modified Camassa-Holm equation
scientific article; zbMATH DE number 3844787 (Why is no real title available?)
On the non-uniqueness of the limit points of diffusions with a small parameter
Upper bounds for large deviations of dependent random vectors
On the functional form of L�vy's modulus of continuity for Brownian motion
Large deviations for Poisson systems of independent random walks
Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus
Large deviation estimates of the crossing probability for pinned Gaussian processes
A remark on the large deviations of an ergodic markov process
Non-D-finite excursions in the quarter plane
Limit theorems for moving averages of independent random vectors
Sample-path large deviations in credit risk
Small random perturbations of random evolution equations
Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications
Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets^†
Small perturbations of random evolution equations with reflection in Hölder norm
Large deviation for a 2D Allen-Cahn-Navier-Stokes model under random influences
Freidlin-Wentzell type large deviation principle for multiscale locally monotone SPDEs
Tightness and exponential tightness of Gaussian probabilities
Large deviations for a stochastic Cahn-Hilliard equation in Hölder norm
On a semilinear double fractional heat equation driven by fractional Brownian sheet
Asymptotic behaviour of randomised fractional volatility models
Discrete-time classical and quantum Markovian evolutions: maximum entropy problems on path space
Large deviations in a Gaussian setting: the role of the Cameron-Martin space
Large deviation principle for semilinear stochastic evolution equations with Poisson noise
General Freidlin-Wentzell large deviations and positive diffusions
Laplace approximations for sums of independent random vectors
Large deviations for stochastic flows of diffeomorphisms
The Cramér-Lundberg model with a fluctuating number of clients
Logarithmic heat kernel estimates without curvature restrictions
Small random perturbations of a dynamical system with blow-up
Large deviation for several fractional Brownian motions and diffusion process
Quenched large deviations in renewal theory
Conformally invariant random fields, Liouville quantum gravity measures, and random Paneitz operators on Riemannian manifolds of even dimension
Large deviation principle for multi-scale fully local monotone stochastic dynamical systems with multiplicative noise
Large deviation principle for complex solution to squared Bessel SDE
Ruin theory problems in simple SDE models with large deviation asymptotics
Large deviations for a simple closed queueing model
Asymptotic behavior mix and diffusion process
Viscosity solutions of Hamilton-Jacobi equation in \(\mathsf{RCD}(K,\infty )\) spaces and applications to large deviations
Rare events analysis and computation for stochastic evolution of bacterial populations
Small noise and small time asymptotics for McKean-Vlasov SDEs with local Lipschitz coefficients
Large deviations of continuous Gaussian processes: from small noise to small time
Stochastic fractional conservation laws: large deviation principle, central limit theorem and moderate deviation principle
Large deviations: a survey on its theory and applications
Large deviation principle for the mean reflected stochastic differential equation with jumps
Some large deviations principles for time-changed Gaussian processes

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