Large deviation principle for invariant distributions of memory gradient diffusions

DOI10.1214/EJP.V18-2031zbMATH Open1286.60033OpenAlexW2022069161MaRDI QIDQ388971FDOQ388971

Sébastien Gadat, C. Pellegrini, Fabien Panloup

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v18-2031

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zbMATH Keywords

Hamilton-Jacobi equationslarge deviation principleFreidlin and Wentzell theoryhypoelliptic diffusionssceleton Markov chainsmall stochastic perturbations

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stationary stochastic processes (60G10) Hypoelliptic equations (35H10) Lyapunov and storage functions (93D30)

Cited In (4)

• Role of the memory in convergence to invariant Gibbs measure
• Large deviations for Gaussian diffusions with delay
• Invariance principle for stochastic processes with short memory
• Large deviations for neutral stochastic functional differential equations

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