scientific article; zbMATH DE number 6458575

zbMATH Open1316.60097MaRDI QIDQ5262334FDOQ5262334

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

Publication date: 13 July 2015

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

Recommendations

• scientific article; zbMATH DE number 3544944
• Limit theorems and inequalities via martingale methods
• The martingale approach is applied to prove a class of strong limit theorems
• Martingale Approach to Limit Theorems for Semi–Markov Processes
• Martingale approach to limit theorems for jump processes
• scientific article; zbMATH DE number 1959628
• On martingale approximations
• Publication:4207436

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
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5262334)