Large deviations for Markov processes corresponding to PDE systems

DOI10.1214/AOP/1176989280MaRDI QIDQ686782zbMATH OpenOpenAlexFDO

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

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)

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• Large deviations for multi-scale regime-switching jump diffusion systems
• Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems
• Random periodic solutions for a class of hybrid stochastic differential equations
• 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
• A PDE approach to certain large deviation problems for systems of parabolic equations
• Small random perturbations of random evolution equations
• scientific article; zbMATH DE number 3955517 (Why is no real title available?)
• Large deviations for regime-switching diffusions with infinite delay
• 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
• Principal eigenvalues and equilibrium states corresponding to weakly coupled parabolic systems of PDE
• Invariant measure for the Markov process corresponding to a PDE system
• 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

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