Moderate deviations for the Langevin equation with strong damping
From MaRDI portal
Publication:1753254
DOI10.1007/s10955-018-1958-4zbMath1391.82041arXiv1703.03033OpenAlexW3102804932MaRDI QIDQ1753254
Wei Liu, Lingyan Cheng, Rui Nan Li
Publication date: 28 May 2018
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.03033
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
Related Items
Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching ⋮ Central limit theorems and moderate deviations for stochastic reaction-diffusion lattice systems ⋮ Analytic approaches of the anomalous diffusion: a review ⋮ A class of Langevin equations with Markov switching involving strong damping and fast switching ⋮ Large deviation principles for Langevin equations in random environment and applications ⋮ Exponential tightness of a family of Skorohod integrals
Cites Work
- Unnamed Item
- Delta method in large deviations and moderate deviations for estimators
- Moderate deviation principles for stochastic differential equations with jumps
- Moderate deviation principle for autoregressive processes
- Large deviations for the Langevin equation with strong damping
- Large deviations for infinite dimensional stochastic dynamical systems
- On moderate deviation theory in estimation
- Moderate deviations for randomly perturbed dynamical systems
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations
- Examples of moderate deviation principle for diffusion processes
- Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise
- Asymptotic behaviors for functionals of random dynamical systems
- Moderate-Deviation-Based Inference for Random Degeneration in Paired Rank Lists