scientific article; zbMATH DE number 6458575

zbMATH Open1316.60097MaRDI QIDQ5262334FDOQ5262334

Daniel W. Stroock, George Papanicolaou, S. R. S. Varadhan

Publication date: 13 July 2015

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

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transport processes in time-dependent statistical mechanics (82C70)

Cited In (31)

• On martingales in the limit and their classification
• An application of martingales in the limit to a problem in information science
• A partial history of the early development of continuous-time nonlinear stochastic systems theory
• Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes
• Diffusion-approximation for a kinetic spray-like system with random forcing
• Diffusion approximation for fully coupled stochastic differential equations
• A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
• Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations
• Differential equations with small stochastic terms under the Lévy approximating conditions
• Laws of the iterated logarithm for a class of iterated processes
• Diffusion approximation of systems with weakly ergodic Markov perturbations. I
• Time scales in homogenization of periodic flows with vanishing molecular diffusion
• Martingales with sufficient statistics
• A Weak Overdamped Limit Theorem for Langevin Processes
• Bifurcation in the presence of small noise
• Peculiarities of construction and analysis of the information warfare model with Markov switchings and impulse perturbations under Levy approximation conditions
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• A second order analysis of McKean-Vlasov semigroups
• Limit behavior of two-time-scale diffusions revisited
• Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model
• Stochastic approximation with two time scales
• Limit theorems for cylindrical martingale problems associated with Lévy generators
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• Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)
• Diffusion approximation for storage processes
• Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
• Some structure results for martingales in the limit and pramarts
• Classical limit for a system of non-linear random Schrödinger equations
• On limit theorems for fields of martingale differences
• A martingale approach to the PASTA property

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