Copertina

Large Deviations and the Peano Phenomenon in Stochastic Differential Equations with Homogeneous Drift

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Bermolen, Paola, Goicoechea, Valeria, León, José R.
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Probability 60F10, 60H10, 34F05, 60J35
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Moderate Deviations for a Stochastic Schrödinger Equation with Linear Drift
di: Fatheddin, Parisa, et al.
Pubblicazione: (2023)

Moderate Deviation Principles for Stochastic Differential Equations in Fast-Varying Markovian Environment
di: Qian, Hongjiang
Pubblicazione: (2025)

Rough differential equations containing path-dependent bounded variation terms
di: Aida, Shigeki
Pubblicazione: (2016)

Superpositions for General Conditional Mckean-Vlasov Stochastic Differential Equations
di: Feng, Qi, et al.
Pubblicazione: (2025)

$\mathbb{L}^p$-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

1D stochastic pressure equation with log-correlated Gaussian coefficients
di: Avelin, Benny, et al.
Pubblicazione: (2024)

The convergence of stochastic differential equations to their linearisation in small noise limits
di: Blake, Liam, et al.
Pubblicazione: (2023)

Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

Well-posedness of a system of SDEs driven by jump random measures
di: Jiao, Ying, et al.
Pubblicazione: (2021)

Homogenization of a multivariate diffusion with semipermeable interfaces
di: Aryasova, Olga, et al.
Pubblicazione: (2023)

Large Deviation Asymptotics for the Supermarket Model with Growing Choices
di: Budhiraja, Amarjit, et al.
Pubblicazione: (2025)

Fluctuation from averaging limit under fractional Brownian motion
di: Yang, Xiaoyu, et al.
Pubblicazione: (2026)

Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
di: Cox, Sonja, et al.
Pubblicazione: (2013)

Jump Processes with Self-Interactions: Large Deviation Asymptotics
di: Budhiraja, Amarjit, et al.
Pubblicazione: (2025)

Hörmander properties of discrete time Markov processes
di: Rey, Clément
Pubblicazione: (2024)

High order weak approximation of Stochastic Differential Equations for bounded and measurable test functions
di: Rey, Clément
Pubblicazione: (2024)

Central Limit Theorems for Drift and Entropy of Random Walks on Free Products
di: Gilch, Lorenz A.
Pubblicazione: (2025)

Large Deviations for Stochastic Differential Equations Driven by Semimartingales
di: Huang, Qiao, et al.
Pubblicazione: (2019)

Normal approximation for the polynomial functionals of correlated random field sampling along random walk path in dimension $1+1$
di: Huang, Ao, et al.
Pubblicazione: (2026)

Critical stationary fluctuations in reaction--diffusion processes
di: Cardoso, Luis, et al.
Pubblicazione: (2026)

Second-Order Fast-Slow Stochastic Systems
di: Nguyen, Nhu N., et al.
Pubblicazione: (2021)

Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises
di: Kolliopoulos, Nikolaos, et al.
Pubblicazione: (2024)

Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
di: Aryasova, Olga, et al.
Pubblicazione: (2025)

Moderate Deviation Principle for dynamical systems with small random perturbation
di: ma, Yutao, et al.
Pubblicazione: (2011)

Exit-problem for a class of non-Markov processes with path dependency
di: Aleksian, Ashot, et al.
Pubblicazione: (2023)

Large Deviations for Stochastic Evolution Equations in the Critical Variational Setting
di: Theewis, Esmée, et al.
Pubblicazione: (2024)

Small-time asymptotics for hypoelliptic diffusions
di: Földes, Juraj, et al.
Pubblicazione: (2024)

Propagation of chaos for point processes induced by particle systems with mean-field drift interaction
di: Kolliopoulos, Nikolaos, et al.
Pubblicazione: (2023)

Propagation of chaos for maxima of particle systems with mean-field drift interaction
di: Kolliopoulos, Nikolaos, et al.
Pubblicazione: (2022)

Markov-bridge representation of ergodic large-deviation principles
di: Renger, D. R. Michiel
Pubblicazione: (2024)

Many-Server Asymptotics for Join-the-Shortest-Queue: Large Deviations and Rare Events
di: Budhiraja, Amarjit, et al.
Pubblicazione: (2019)

Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks
di: Søjmark, Andreas, et al.
Pubblicazione: (2024)

Large Deviation Principle for the Empirical Measures of Simple Random Walks on $\overline{\mathbb{Z}}$
di: Fatras, Jan-Luka
Pubblicazione: (2026)

Large deviation principles for the stationary solutions and invariant measures of a class of SPDE with locally monotone coefficients
di: Liu, Yong, et al.
Pubblicazione: (2026)

Limit theorems under nonlinear expectations dominated by sublinear expectations
di: Li, Xiaojuan, et al.
Pubblicazione: (2025)

Well-posedness and propagation of chaos for multi-agent models with strategies and diffusive effects
di: Baldi, Alessandro, et al.
Pubblicazione: (2025)

Metastability in the stochastic nearest-neighbor Kuramoto model of coupled phase oscillators
di: Berglund, Nils, et al.
Pubblicazione: (2024)

Large deviations of multiscale multivalued McKean-Vlasov stochastic systems
di: Qiao, Huijie
Pubblicazione: (2023)

Large deviation principles for singular Riesz-type diffusive flows
di: Hess-Childs, Elias
Pubblicazione: (2023)

Extended Laplace Principle for Empirical Measures of a Markov Chain
di: Eckstein, Stephan
Pubblicazione: (2017)