Large deviations for Markov processes corresponding to PDE systems

DOI10.1214/AOP/1176989280zbMATH Open0776.60037OpenAlexW2092816315MaRDI QIDQ686782FDOQ686782

Authors: Alexander Eizenberg, Mark Freidlin 

Publication date: 11 October 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989280

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zbMATH Keywords

large deviationssingular perturbationssmall parameterDirichlet problemsasymptotic behavior of Markov processessmall random perturbations

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Singular perturbations in context of PDEs (35B25)

Cited In (19)

• Large deviations for multi-scale regime-switching jump diffusion systems
• Random periodic solutions for a class of hybrid stochastic differential equations
• Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems
• On the stability of diffusion processes with state-dependent switching
• Feller property and exponential ergodicity of diffusion processes with state-dependent switching
• Invariant measures for a random evolution equation with small perturbations
• Title not available (Why is that?)
• A PDE approach to certain large deviation problems for systems of parabolic equations
• Large deviations for regime-switching diffusions with infinite delay
• Small random perturbations of random evolution equations
• A unified approach to the large deviations for small perturbations of random evolution equations
• Large deviations and functional law of the iterated logarithm for random processes
• Invariant measure for the Markov process corresponding to a PDE system
• Principal eigenvalues and equilibrium states corresponding to weakly coupled parabolic systems of PDE
• Large deviations for empirical measures of switching diffusion processes with small parameters
• Asymptotic properties of jump-diffusion processes with state-dependent switching
• Near Invariance for Markov Diffusion Systems
• Small perturbations of random evolution equations with reflection in Hölder norm
• Averaging principle for two time-scale regime-switching processes

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