LARGE DEVIATIONS FOR INFINITE‐DIMENSIONAL STOCHASTIC SYSTEMS WITH JUMPS

DOI10.1112/S0025579310001282zbMath1210.60030arXiv1002.3290OpenAlexW3104975129MaRDI QIDQ3074011

Vasileios Maroulas

Publication date: 14 February 2011

Published in: Mathematika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.3290

Mathematics Subject Classification ID

Large deviations (60F10) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Related Items (18)

Moderate deviations for neutral stochastic differential delay equations with jumps ⋮ Large deviations for invariant measures of stochastic differential equations with jumps ⋮ Adaptive Meshfree Backward SDE Filter ⋮ Large deviations for Lévy diffusions in the small noise regime ⋮ Uniform large deviations for multivalued stochastic differential equations with Poisson jumps ⋮ Large deviations for optimal filtering with fractional Brownian motion ⋮ The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps ⋮ Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes ⋮ Well-posedness and large deviations for a class of SPDEs with Lévy noise ⋮ Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth ⋮ Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise ⋮ Large deviation for mean-field stochastic differential equations with subdifferential operator ⋮ Large deviations for a class of semilinear stochastic partial differential equations ⋮ Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises ⋮ Large deviations for stochastic Kuramoto–Sivashinsky equation with multiplicative noise ⋮ Large deviations of mean-field stochastic differential equations with jumps ⋮ Large deviations for multi-scale regime-switching jump diffusion systems ⋮ Large deviations for neutral functional SDEs with jumps

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