Large deviations for stochastic systems with memory
From MaRDI portal
Publication:2471402
DOI10.3934/dcdsb.2006.6.881zbMath1136.60021OpenAlexW2008033844MaRDI QIDQ2471402
Tu-Sheng Zhang, Salah-Eldin A. Mohammed
Publication date: 22 February 2008
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2006.6.881
Related Items (17)
Exit time asymptotics for small noise stochastic delay differential equations ⋮ Large deviations for stochastic differential equations with general delayed generator ⋮ Large deviations for neutral stochastic functional differential equations ⋮ On Large Deviations for Small Noise Itô Processes ⋮ Large deviations for two-time-scale diffusions, with delays ⋮ Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients ⋮ Asymptotic behavior of densities for stochastic functional differential equations ⋮ Large deviations for Gaussian diffusions with delay ⋮ Large deviations for perturbed reflected diffusion processes ⋮ Analysis of stochastic neutral fractional functional differential equations ⋮ Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations ⋮ Large deviations for stochastic fractional integrodifferential equations ⋮ A Minimum Action Method for Dynamical Systems with Constant Time Delays ⋮ Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness ⋮ Large deviations for neutral functional SDEs with jumps ⋮ Large Deviations for Nonlinear Ito Type Stochastic Integrodifferential Equations ⋮ Large deviations for empirical measures of switching diffusion processes with small parameters
This page was built for publication: Large deviations for stochastic systems with memory