The following pages link to (Q3409967):
Displaying 50 items.
- Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
- Moderate deviations and Strassen's law for additive processes (Q300293) (← links)
- A gradient flow approach to large deviations for diffusion processes (Q311165) (← links)
- The behavior of the generator normalization factor in approximation of random processes (Q315024) (← links)
- Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation (Q315664) (← links)
- On large deviations of coupled diffusions with time scale separation (Q317501) (← links)
- Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation (Q330697) (← links)
- The problem of discrete Markov diffusion leaving an interval (Q333567) (← links)
- Large deviation principle for one-dimensional SDEs with discontinuous coefficients (Q340825) (← links)
- A generalized asymmetric exclusion process with \(U_q(\mathfrak {sl}_2)\) stochastic duality (Q343794) (← links)
- Large deviations for impulsive processes in the scheme of Poisson approximation (Q362493) (← links)
- Optimal transport and large number of particles (Q379821) (← links)
- A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations (Q385553) (← links)
- Hamilton-Jacobi equations in space of measures associated with a system of conservation laws (Q409653) (← links)
- Passing to the limit in a Wasserstein gradient flow: from diffusion to reaction (Q425174) (← links)
- Gibbs-non-Gibbs transitions via large deviations: computable examples (Q438843) (← links)
- Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246) (← links)
- Storage impulsive processes in the merging phase space (Q460556) (← links)
- Metastable behavior in Markov processes with internal states (Q464782) (← links)
- Random evolution in a scheme of asymptotically small diffusion with Markov switchings (Q465952) (← links)
- Hamiltonian and Lagrangian for the trajectory of the empirical distribution and the empirical measure of Markov processes (Q478431) (← links)
- Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes (Q493233) (← links)
- On microscopic origins of generalized gradient structures (Q501551) (← links)
- Quadratic and rate-independent limits for a large-deviations functional (Q510667) (← links)
- Large deviations for multi-scale jump-diffusion processes (Q516019) (← links)
- Upscaling a model for the thermally-driven motion of screw dislocations (Q522190) (← links)
- Large-time asymptotics for an uncorrelated stochastic volatility model (Q553048) (← links)
- Markov additive processes. I: Eigenvalue properties and limit theorems (Q579738) (← links)
- Low-temperature dynamics of the Curie-Weiss model: Periodic orbits, multiple histories, and loss of Gibbsianness (Q616219) (← links)
- Large deviations for stochastic PDE with Lévy noise (Q621822) (← links)
- Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential (Q638037) (← links)
- A Hamilton-Jacobi PDE in the space of measures and its associated compressible Euler equations (Q640895) (← links)
- Large deviation properties of weakly interacting processes via weak convergence methods (Q662424) (← links)
- Minimum energy for linear systems with finite horizon: a non-standard Riccati equation (Q679689) (← links)
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Large deviations analysis for distributed algorithms in an ergodic Markovian environment (Q843968) (← links)
- The dynamics of the stochastic shadow Gierer-Meinhardt system (Q888191) (← links)
- Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation (Q904544) (← links)
- A large deviation principle for stochastic integrals (Q927258) (← links)
- Freidlin-Wentzell's large deviations for stochastic evolution equations (Q932540) (← links)
- Large deviations for infinite dimensional stochastic dynamical systems (Q941300) (← links)
- Large deviations principles for stochastic scalar conservation laws (Q975309) (← links)
- Large deviations for stochastic evolution equations with small multiplicative noise (Q989968) (← links)
- Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems (Q1000012) (← links)
- A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions (Q1014208) (← links)
- A PDE approach to large deviations in Hilbert spaces (Q1016606) (← links)
- Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion (Q1394539) (← links)
- Phase transitions and metastability in Markovian and molecular systems (Q1431561) (← links)
- Large deviation estimates involving deformed exponential functions (Q1618670) (← links)
- Curl flux induced drift in stochastic differential equations in the zero-mass limit (Q1619928) (← links)
