Large deviations for invariant measures of stochastic differential equations with jumps
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- Large deviations for stochastic partial differential equations driven by a Poisson random measure
- Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
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Cited in
(10)- Invariant measure for diffusions with jumps
- On large deviation convergence of invariant measures
- Invariant measures for stochastic evolution equations of pure jump type
- Asymptotics of the Invariant Measure in Mean Field Models with Jumps
- scientific article; zbMATH DE number 4115636 (Why is no real title available?)
- Large deviation limits of invariant measures
- Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
- Large deviations of mean-field stochastic differential equations with jumps
- Large deviations for invariant measures of multivalued stochastic differential equations
- Stochastic delay differential equations with jump reflection: invariant measure
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