scientific article; zbMATH DE number 796429
From MaRDI portal
Publication:4845586
Recommendations
- Large deviations for diffusion processes with homogenization and applications
- Large deviation principle for diffusion processes
- scientific article; zbMATH DE number 695950
- Large-deviation principle for conditional distributions of diffusion processes
- Large deviations for solutions of singularly perturbed stochastic differential equations
Cited in
(25)- scientific article; zbMATH DE number 679782 (Why is no real title available?)
- Large deviations for solutions of singularly perturbed stochastic differential equations
- scientific article; zbMATH DE number 2062303 (Why is no real title available?)
- Large deviation principle for diffusion processes
- Large-deviation principle for conditional distributions of diffusion processes
- scientific article; zbMATH DE number 139945 (Why is no real title available?)
- Large deviations for multi-scale Markovian switching systems with a small diffusion
- On some stochastic differential equations with jumps subject to small positives coefficients
- scientific article; zbMATH DE number 4088133 (Why is no real title available?)
- scientific article; zbMATH DE number 3940359 (Why is no real title available?)
- scientific article; zbMATH DE number 1536436 (Why is no real title available?)
- Large deviations for diffusion processes with homogenization and applications
- Large-noise asymptotic for one-dimensional diffusions
- Large deviation theorem for empirical measures of degenerate diffusion processes
- scientific article; zbMATH DE number 3949388 (Why is no real title available?)
- Quenched large deviations for diffusions in a random Gaussian shear flow drift.
- Large deviations for trajectory observables of diffusion processes in dimension \(d > 1\) in the double limit of large time and small diffusion coefficient
- On small-noise equations with degenerate limiting system arising from volatility models
- Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
- scientific article; zbMATH DE number 695950 (Why is no real title available?)
- A large deviation result for a class of Dirichlet processes
- Large deviations for one dimensional diffusions with a strong drift
- Laplace approximations for large deviations of diffusion processes on Euclidean spaces
- Large deviations for symmetric diffusion processes
- On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4845586)