Pages that link to "Item:Q1924277"
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The following pages link to Large deviations for two scaled diffusions (Q1924277):
Displaying 40 items.
- Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
- Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
- Large deviations in fast-slow systems (Q281166) (← links)
- On large deviations of coupled diffusions with time scale separation (Q317501) (← links)
- Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) (Q402407) (← links)
- Large deviations for multiscale diffusion via weak convergence methods (Q424511) (← links)
- Large deviations for two-time-scale diffusions, with delays (Q607781) (← links)
- Refined large deviations asymptotics for Markov-modulated infinite-server systems (Q1751922) (← links)
- Averaging principle of SDE with small diffusion: Moderate deviations (Q1872335) (← links)
- On large deviations for SDEs with small diffusion and averaging. (Q1877523) (← links)
- Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging. (Q1879536) (← links)
- Large deviations and importance sampling for systems of slow-fast motion (Q1946537) (← links)
- Front propagation for reaction-diffusion equations in composite structures (Q1990127) (← links)
- Large deviations for small noise diffusions in a fast Markovian environment (Q1994521) (← links)
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions (Q2041038) (← links)
- Exponential tightness of a family of Skorohod integrals (Q2078121) (← links)
- Large deviations for multi-scale regime-switching jump diffusion systems (Q2099243) (← links)
- Large deviations for interacting multiscale particle systems (Q2105066) (← links)
- Large deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillations (Q2155176) (← links)
- Large deviations of mean-field interacting particle systems in a fast varying environment (Q2170356) (← links)
- From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach (Q2194200) (← links)
- Mobility can drastically improve the heavy traffic performance from \(\frac{1}{1-\varrho}\) to \(\log(1/(1-\varrho))\) (Q2210660) (← links)
- On long term investment optimality (Q2318095) (← links)
- Large deviations in total variation of occupation measures of one-dimensional diffusions (Q2389235) (← links)
- Weak convergence of Markov-modulated diffusion processes with rapid switching (Q2452781) (← links)
- MDP for integral functionals of fast and slow processes with averaging (Q2485478) (← links)
- Stochastic processes in random graphs (Q2497217) (← links)
- Large deviations for synchronized system (Q2675233) (← links)
- Large deviation principles for Langevin equations in random environment and applications (Q4958121) (← links)
- Large deviations for Hamiltonian systems on intermediate time scales (Q5038979) (← links)
- Large deviation for two-time-scale stochastic burgers equation (Q5157730) (← links)
- Higher order asymptotics for large deviations — Part II (Q5157732) (← links)
- Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems (Q6041820) (← links)
- The Cramér-Lundberg model with a fluctuating number of clients (Q6072261) (← links)
- Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations (Q6083317) (← links)
- Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations (Q6123283) (← links)
- Averaging principle for two time-scale regime-switching processes (Q6126951) (← links)
- Moderate deviations for fully coupled multiscale weakly interacting particle systems (Q6571446) (← links)
- Second-order fast-slow stochastic systems (Q6598455) (← links)
- Large deviation principle for multi-scale fully local monotone stochastic dynamical systems with multiplicative noise (Q6652142) (← links)