Variational representations for continuous time processes
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Cites work
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- scientific article; zbMATH DE number 46153 (Why is no real title available?)
- scientific article; zbMATH DE number 3564029 (Why is no real title available?)
- scientific article; zbMATH DE number 1153603 (Why is no real title available?)
- A variational representation for certain functionals of Brownian motion
- A variational representation for positive functionals of infinite dimensional Brownian motion
- A variational representation for random functionals on abstract Wiener spaces
- Clark-Ocone formula and variational representation for Poisson functionals
- Euler schemes and large deviations for stochastic Volterra equations with singular kernels
- Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
- Large deviation principle and inviscid shell models
- Large deviation properties of weakly interacting processes via weak convergence methods
- Large deviations for infinite dimensional stochastic dynamical systems
- Large deviations for small noise diffusions with discontinuous statistics
- Large deviations for stochastic evolution equations with small multiplicative noise
- Large deviations for stochastic flows of diffeomorphisms
- Large deviations for stochastic tamed 3D Navier-Stokes equations
- Large deviations for the Boussinesq equations under random influences
- Large deviations for the stochastic derivative Ginzburg-Landau equation with multiplicative noise
- Large deviations for the stochastic shell model of turbulence
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
- Numerical Methods for Stochastic Control Problems in Continuous Time
- Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions
- Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
- Stochastic 2D hydrodynamical type systems: well posedness and large deviations
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
Cited in
(98)- Large and moderate deviations for stochastic Volterra systems
- Large deviation principle for the mean reflected stochastic differential equation with jumps
- Large deviations for multi-scale regime-switching jump diffusion systems
- Well-posedness and large deviations for 2D stochastic constrained Navier-Stokes equations driven by Lévy noise in the Marcus canonical form
- Sample path large deviations for the multiplicative Poisson shot noise process with compensation
- Moderate deviations for neutral stochastic differential delay equations with jumps
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics
- Large deviations for a class of semilinear stochastic partial differential equations
- Moderate deviation principles for stochastic differential equations with jumps
- Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
- Large Deviations for Stochastic Generalized Porous Media Equations Driven by Lévy Noise
- Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
- Uniform large deviations for 2D incompressible magneto-hydrodynamics equations driven by multiplicative noises
- Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise
- Large deviations for invariant measures of stochastic differential equations with jumps
- 3D tamed Navier-Stokes equations driven by multiplicative Lévy noise: existence, uniqueness and large deviations
- Large deviation principles for a 2D stochastic Allen-Cahn-Navier-Stokes driven by jump noise
- Functional inequalities for marked point processes
- Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
- On large deviations for small noise Itô processes
- A large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise
- Moderate deviations for two-time scale systems with mixed fractional Brownian motion
- Moderate deviations for stochastic models of two-dimensional second-grade fluids driven by Lévy noise
- Large Deviations for Additive Functionals of Reflected Jump-Diffusions
- Many-server asymptotics for join-the-shortest-queue: large deviations and rare events
- Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy noise
- Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients
- Large deviation for a 3D globally modified Cahn-Hilliard-Navier-Stokes model under random influences
- Large deviations for optimal filtering with fractional Brownian motion
- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
- Approximations of stochastic 3D tamed Navier-Stokes equations
- Some asymptotic results for nonlinear Hawkes processes
- Large and moderate deviation principles for path-distribution-dependent stochastic differential equations
- Large deviation properties of weakly interacting processes via weak convergence methods
- Large deviation principles for SDEs under locally weak monotonicity conditions
- Well-posedness and large deviations for a class of SPDEs with Lévy noise
- A class of Langevin equations with Markov switching involving strong damping and fast switching
- Variational Estimation in Spatiotemporal Systems From Continuous and Point-Process Observations
- Large deviations for multidimensional state-dependent shot-noise processes
- Time to absorption for a heterogeneous neutral competition model
- Large deviations for stochastic heat equations with memory driven by Lévy-type noise
- Large deviations for multi-scale jump-diffusion processes
- Large deviations for regime-switching diffusions with infinite delay
- Large deviations for the single-server queue and the reneging paradox
- Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise
- A small time large deviation principle for stochastic differential delay equations
- Dynamics and Large Deviations for Fractional Stochastic Partial Differential Equations with Lévy Noise
- Moderate deviation principles for weakly interacting particle systems
- Large deviations for stochastic porous media equation on general measure spaces
- A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms
- Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
- Large deviations for Lévy diffusions in the small noise regime
- A variational representation for positive functionals of infinite dimensional Brownian motion
- Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions
- Large deviations for stochastic differential equations driven by semimartingales
- Large deviations for a slow-fast system with jump-diffusion processes
- Large deviation principle for semilinear stochastic evolution equations with Poisson noise
- Perturbation analysis of Poisson processes
- A large deviation principle for the stochastic heat equation with general rough noise
- Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
- Large deviation principles for Langevin equations in random environment and applications
- Large deviations of mean-field stochastic differential equations with jumps
- Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations
- Large deviation for a 2D Allen-Cahn-Navier-Stokes model under random influences
- Wong-Zakai approximation for a stochastic 2D Cahn-Hilliard-Navier-Stokes model
- Rare event asymptotics for exploration processes for random graphs
- Exit time asymptotics for small noise stochastic delay differential equations
- Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Large deviation principle for stochastic Burgers type equation with reflection
- Asymptotics for FBSDES with jumps and connections with partial integral differential equations
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- Clark-Ocone formula and variational representation for Poisson functionals
- Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
- Large deviations for neutral functional SDEs with jumps
- Variational path-integral representations for the density of a diffusion process
- Moderate deviations for recursive stochastic algorithms
- A large deviation principle for nonlinear stochastic wave equation driven by rough noise
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
- Large deviation for a 2D Cahn-Hilliard-Navier-Stokes model under random influences
- Large deviations for small noise diffusions in a fast Markovian environment
- Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
- Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise
- Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
- Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
- Asymptotic behavior of the weak approximation to a class of Gaussian processes
- Variational representations of Varadhan functionals
- Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
- Wave-breaking and moderate deviations of the stochastic Camassa-Holm equation with pure jump noise
- Large deviation principle of stochastic evolution equations with reflection
- Large deviations for 2D primitive equations driven by multiplicative Lévy noises
- Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
- The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
- Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth
- Large deviations for SPDEs of jump type
- Singular SDEs with critical non-local and non-symmetric Lévy type generator
- The first passage problem for stable linear delay equations perturbed by power law Lévy noise
- Large deviation principles for a 2D liquid crystal model with jump noise
- Large deviation principles of obstacle problems for quasilinear stochastic PDEs
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