Small random perturbations of random evolution equations
From MaRDI portal
Publication:443813
DOI10.5802/ambp.314zbMath1264.60022OpenAlexW2264312731MaRDI QIDQ443813
Lyliane Irène Rajaonarison, Toussaint Joseph Rabeherimanana
Publication date: 13 August 2012
Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5802/ambp.314
potential theorydiffusion processpartial differential equationslarge deviations principlerate functional
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large deviations for Markov processes corresponding to PDE systems
- A large deviations principle for small perturbations of random evolution equations
- Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems
- Large deviations in the theory of nonlinear filtering and nilpotent Lie algebras
- A unified approach to the large deviations for small perturbations of random evolution equations
- A large deviation principle for small perturbations of random evolution equations in Hoelder norm
- Large deviations and functional law of the iterated logarithm for random processes
- On the dirichlet problem for a class of second order pde systems with small parameter
- ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
- Large Deviations for Trajectories of Multi-Dimensional Random Walks
- An introduction to the theory of large deviations
- A large-deviation principle for random evolution equations