scientific article; zbMATH DE number 919354

MaRDI QIDQ4889024zbMATH OpenFDO

Authors S. Ya. Makhno

Publication date 17 March 1997

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)

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(26)

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• Extremal Properties of Solutions of Stochastic Equations
• Large deviations for the solution of a Kac-type kinetic equation
• Large deviations for solutions of one dimensional Itô equations
• The local principle of large deviations for solutions of Itô stochastic equations with quick drift
• On Large Deviations for Systems of Itô Stochastic Equations
• Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations
• Large deviations and stochastic homogenization
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• Large deviation principle for stochastic equations with local time
• A steady result for large deviation in SDE with an application
• Large deviations for sticky Brownian motions
• On large deviations for SDEs with small diffusion and averaging.
• Large deviations of a forward backward stochastic differential equation.
• Local large deviation principle for Wiener process with random resetting
• Large deviations for stochastic nonlinear beam equations
• Large-scale Stein and Lyapunov equations, Smith method, and applications
• On large deviations for approximations of SDEs
• A general non-convex large deviation result with applications to stochastic equations
• BSDE with jumps and non-Lipschitz coefficients: application to large deviations
• Large deviations for multivalued stochastic differential equations
• Large deviation theory for stochastic difference equations
• On functional limit theorems for solutions of stochastic equations
• scientific article; zbMATH DE number 4138856 (Why is no real title available?)
• Large deviations for stochastic Volterra equations

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