Large deviation principle for invariant distributions of memory gradient diffusions

DOI10.1214/EJP.V18-2031zbMath1286.60033OpenAlexW2022069161MaRDI QIDQ388971

Sébastien Gadat, Clément Pellegrini, Fabien Panloup

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v18-2031

zbMATH Keywords

Hamilton-Jacobi equationslarge deviation principlehypoelliptic diffusionsFreidlin and Wentzell theorysceleton Markov chainsmall stochastic perturbations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Lyapunov and storage functions (93D30) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Large deviations (60F10) Hypoelliptic equations (35H10)

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