scientific article; zbMATH DE number 919354

zbMATH Open0863.60052MaRDI QIDQ4889024FDOQ4889024

Authors: S. Ya. Makhno 

Publication date: 17 March 1997

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

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zbMATH Keywords

large deviationssemimartingaleinfinitely divisible processes

Mathematics Subject Classification ID

Large deviations (60F10) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (26)

• On Large Deviations for Systems of Itô Stochastic Equations
• Large deviations for sticky Brownian motions
• A steady result for large deviation in SDE with an application
• Large deviations for stochastic nonlinear beam equations
• Large deviation theory for stochastic difference equations
• Large deviations for the solution of a Kac-type kinetic equation
• Local large deviation principle for Wiener process with random resetting
• On large deviations for SDEs with small diffusion and averaging.
• A general non-convex large deviation result with applications to stochastic equations
• Title not available (Why is that?)
• Large deviations of a forward backward stochastic differential equation.
• Title not available (Why is that?)
• Large deviations for multivalued stochastic differential equations
• Large deviations for stochastic Volterra equations
• Extremal Properties of Solutions of Stochastic Equations
• Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations
• On functional limit theorems for solutions of stochastic equations
• On large deviations for approximations of SDEs
• Title not available (Why is that?)
• Large deviations for solutions of one dimensional Itô equations
• The local principle of large deviations for solutions of Itô stochastic equations with quick drift
• A comparison of homogenization and large deviations, with applications to wavefront propagation
• Large deviations and stochastic homogenization
• Large deviation principle for stochastic equations with local time
• Large-scale Stein and Lyapunov equations, Smith method, and applications
• BSDE with jumps and non-Lipschitz coefficients: application to large deviations

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