scientific article; zbMATH DE number 919354

MaRDI QIDQ4889024zbMATH OpenFDO

Authors S. Ya. Makhno

Publication date 17 March 1997

zbMATH Keywords

infinitely divisible processeslarge deviationssemimartingale

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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• Large deviations for stochastic Volterra equations
• On functional limit theorems for solutions of stochastic equations
• A comparison of homogenization and large deviations, with applications to wavefront propagation
• A general non-convex large deviation result with applications to stochastic equations
• On large deviations for approximations of SDEs
• On large deviations for SDEs with small diffusion and averaging.
• Large deviations for the solution of a Kac-type kinetic equation
• Large deviations for sticky Brownian motions
• Large deviations for stochastic nonlinear beam equations
• Large-scale Stein and Lyapunov equations, Smith method, and applications
• BSDE with jumps and non-Lipschitz coefficients: application to large deviations
• Large deviations of a forward backward stochastic differential equation.
• A steady result for large deviation in SDE with an application
• Large deviations for solutions of one dimensional Itô equations
• Large deviation principle for stochastic equations with local time
• On Large Deviations for Systems of Itô Stochastic Equations
• Extremal Properties of Solutions of Stochastic Equations
• The local principle of large deviations for solutions of Itô stochastic equations with quick drift
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• Large deviation theory for stochastic difference equations
• Local large deviation principle for Wiener process with random resetting
• Large deviations and functional law for solutions of hyperbolic stochastic partial differential equations
• Large deviations for multivalued stochastic differential equations

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