Large deviations for invariant measures of stochastic differential equations with jumps
DOI10.1080/17442508.2018.1557184zbMATH Open1495.60011OpenAlexW2905120516WikidataQ128745126 ScholiaQ128745126MaRDI QIDQ5086434FDOQ5086434
Authors: Xiaocui Ma, Fubao Xi 
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2018.1557184
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Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic measure theory (60A10) Jump processes on general state spaces (60J76)
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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
- Title not available (Why is that?)
- Large deviation limits of invariant measures
- Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
- Large deviations for invariant measures of multivalued stochastic differential equations
- Large deviations of mean-field stochastic differential equations with jumps
- Stochastic delay differential equations with jump reflection: invariant measure
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