scientific article; zbMATH DE number 796429

zbMATH Open0838.60024MaRDI QIDQ4845586FDOQ4845586

Authors: S. Ya. Makhno 

Publication date: 21 February 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

large deviationsstochastic differential equationdiffusionssmall parameter expansions

Mathematics Subject Classification ID

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

Cited In (25)

• Large deviations for solutions of singularly perturbed stochastic differential equations
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• Large deviation principle for diffusion processes
• Large deviations for multi-scale Markovian switching systems with a small diffusion
• Large-deviation principle for conditional distributions of diffusion processes
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• On some stochastic differential equations with jumps subject to small positives coefficients
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• Title not available (Why is that?)
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• Large-noise asymptotic for one-dimensional diffusions
• Large deviations for diffusion processes with homogenization and applications
• Large deviation theorem for empirical measures of degenerate diffusion processes
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

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