Pages that link to "Item:Q4118557"

The following pages link to Asymptotic evaluation of certain markov process expectations for large time, II (Q4118557):

Displaying 50 items.

• Kolmogorov-type systems with regime-switching jump diffusion perturbations (Q316945) (← links)
• Analysis of an interacting particle method for rare event estimation (Q351492) (← links)
• The large-maturity smile for the Heston model (Q484212) (← links)
• Large-time asymptotics for an uncorrelated stochastic volatility model (Q553048) (← links)
• Lifshits asymptotics for one-dimensional stochastic operators (Q751706) (← links)
• Lifschitz tail and Wiener sausage. I (Q808542) (← links)
• Large deviation principle of occupation measures for non-linear monotone SPDEs (Q829390) (← links)
• A formal view on level 2.5 large deviations and fluctuation relations (Q887081) (← links)
• Shannon-McMillan theorems for discrete random fields along curves and lower bounds for surface-order large deviations (Q946485) (← links)
• Large deviations for many Brownian bridges with symmetrised initial-terminal condition (Q948935) (← links)
• Large deviations for stochastic evolution equations with small multiplicative noise (Q989968) (← links)
• On Donsker and Varadhan's asymptotic evaluation without compactness (Q1059328) (← links)
• Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms (Q1103244) (← links)
• An asymptotic property of a certain Brownian motion expectation for large time (Q1169980) (← links)
• Large deviations for Markov processes with discontinuous statistics. II: Random walks (Q1187106) (← links)
• On large deviations for uniformly strong mixing sequences (Q1198593) (← links)
• Large deviations for a reaction diffusion model (Q1326268) (← links)
• On self-attracting \(d\)-dimensional random walks (Q1356354) (← links)
• Entropy minimization and Schrödinger processes in infinite dimensions (Q1356371) (← links)
• Asymptotic properties of additive functionals of Brownian motion (Q1356373) (← links)
• Survival probability in one dimension for the \(A+B\to B\) reaction with hard-core repulsion. (Q1593446) (← links)
• Martingale problems for large deviations of Markov processes (Q1593632) (← links)
• Computation of sensitivities for the invariant measure of a parameter dependent diffusion (Q1617256) (← links)
• Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899) (← links)
• Large deviations for the empirical measure of a diffusion via weak convergence methods (Q1639668) (← links)
• A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime (Q1684817) (← links)
• Large deviations of time-averaged statistics for Gaussian processes (Q1726729) (← links)
• The principle of large deviations for almost everywhere central limit theorem (Q1805776) (← links)
• Level 2.5 large deviations for continuous-time Markov chains with time periodic rates (Q1991521) (← links)
• Large deviations of empirical measures of diffusions in weighted topologies (Q2024505) (← links)
• Large deviations for Kac-like walks (Q2046508) (← links)
• Large deviations at level 2.5 for Markovian open quantum systems: quantum jumps and quantum state diffusion (Q2046514) (← links)
• Distribution dependent stochastic differential equations (Q2048163) (← links)
• Large deviations results for the stochastic Navier-Stokes equations (Q2053921) (← links)
• Large deviations for the empirical measure of the zig-zag process (Q2075330) (← links)
• The random walk penalised by its range in dimensions \(d\geqslant 3\) (Q2077148) (← links)
• Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume (Q2116525) (← links)
• On involution kernels and large deviations principles on \(\beta\)-shifts (Q2139516) (← links)
• Geometric ergodicity in a weighted Sobolev space (Q2184822) (← links)
• From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach (Q2194200) (← links)
• Large deviation principle for a class of SPDE with locally monotone coefficients (Q2197842) (← links)
• Limiting process of absorbing Markov chains (Q2259232) (← links)
• Moderate deviations for nonhomogeneous Markov chains (Q2288787) (← links)
• Approximating a diffusion by a finite-state hidden Markov model (Q2360239) (← links)
• Large deviations in total variation of occupation measures of one-dimensional diffusions (Q2389235) (← links)
• General theorems on large deviations for random vectors (Q2411305) (← links)
• Portfolios and risk premia for the long run (Q2428051) (← links)
• Upper escape rate of Markov chains on weighted graphs (Q2434483) (← links)
• Editorial: rare-event simulation for queues (Q2465685) (← links)
• A large deviation inequality for vector functions on finite reversible Markov chains (Q2467601) (← links)