scientific article; zbMATH DE number 919354

zbMATH Open0863.60052MaRDI QIDQ4889024FDOQ4889024

S. Ya. Makhno

Publication date: 17 March 1997

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

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 (23)

• 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
• 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-scale Stein and Lyapunov equations, Smith method, and applications
• BSDE with jumps and non-Lipschitz coefficients: application to large deviations

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