Pages that link to "Item:Q1872335"

The following pages link to Averaging principle of SDE with small diffusion: Moderate deviations (Q1872335):

Displaying 37 items.

• Moderate deviations and central limit theorem for positive diffusions (Q255538) (← links)
• Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
• Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises (Q777099) (← links)
• Lower bound for large deviations for an averaged SDE with a small diffusion (Q1267459) (← links)
• Tube estimates for diffusion processes under a weak Hörmander condition (Q1635973) (← links)
• Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise (Q1756422) (← links)
• Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
• Averaging principle and normal deviations for multiscale stochastic systems (Q2021633) (← links)
• Exponential tightness of a family of Skorohod integrals (Q2078121) (← links)
• Moderate deviations and central limit theorem for small perturbation Wishart processes (Q2258908) (← links)
• Tube estimates for diffusions under a local strong Hörmander condition (Q2291972) (← links)
• Moderate deviations for neutral stochastic differential delay equations with jumps (Q2405926) (← links)
• MDP for integral functionals of fast and slow processes with averaging (Q2485478) (← links)
• Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise (Q2512908) (← links)
• Moderate deviations in the averaging principle of a SDE with small diffusion in a random environment (Q2738893) (← links)
• Asymptotic behaviors for functionals of random dynamical systems (Q2804512) (← links)
• Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion (Q3384675) (← links)
• Moderate deviations for recursive stochastic algorithms (Q3466705) (← links)
• Option pricing in the moderate deviations regime (Q4581294) (← links)
• Pathwise large deviations for the rough Bergomi model (Q4611271) (← links)
• Large deviation principles for Langevin equations in random environment and applications (Q4958121) (← links)
• Small-time moderate deviations for the randomised Heston model (Q5109487) (← links)
• A class of Langevin equations with Markov switching involving strong damping and fast switching (Q5136164) (← links)
• Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations (Q5222124) (← links)
• Moderate deviations for a class of semilinear SPDE with fractional noises (Q5231190) (← links)
• Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching (Q5883018) (← links)
• Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems (Q6041820) (← links)
• Switched diffusion processes for non-convex optimization and saddle points search (Q6089196) (← links)
• Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs (Q6095835) (← links)
• Moderate deviations of hitting times of a family of density-dependent Markov chains (Q6101722) (← links)
• Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations (Q6172094) (← links)
• Moderate deviations for rough differential equations (Q6593646) (← links)
• Second-order fast-slow stochastic systems (Q6598455) (← links)
• Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions (Q6633171) (← links)
• Importance sampling for stochastic reaction-diffusion equations in the moderate deviation regime (Q6643679) (← links)
• Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus (Q6657408) (← links)