Cover Image

Moment stability and large deviations for random dynamical systems on non-compact manifolds

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Baxendale, Peter H
Format:	Preprint
Published:	2025
Subjects:	Dynamical Systems Probability 60F10, 60H10, 60J60
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Moderate deviations for two-time scale systems with mixed fractional Brownian motion
by: Yang, Xiaoyu, et al.
Published: (2023)

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

Uniform large deviations and metastability of random dynamical systems
by: Jiang, Jifa, et al.
Published: (2024)

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

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

Expansion and attraction of RDS: long time behavior of the solution to singular SDE
by: Ling, Chengcheng, et al.
Published: (2022)

McKean-Vlasov SPDEs driven by Poisson random measure: Well-posedness and large deviation principle
by: Jiang, Yuhang, et al.
Published: (2025)

Large deviations for invariant measures of multivalued stochastic differential equations with jumps
by: Qiao, Huijie
Published: (2024)

A strong large deviation principle for the empirical measure of random walks
by: Erhard, Dirk, et al.
Published: (2024)

Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case
by: Crisan, Dan, et al.
Published: (2023)

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

Large deviation principle for slow-fast system with mixed fractional Brownian motion
by: Inahama, Yuzuru, et al.
Published: (2023)

$Γ$-expansion of the measure-current large deviations rate functional of non-reversible finite-state Markov chains
by: Kim, Seonwoo, et al.
Published: (2024)

Large and moderate deviation for rough slow-fast system with level 3 geometric rough path
by: Yang, Xiaoyu, et al.
Published: (2025)

Moderate, large and super large deviations principles for Poisson process with uniform catastrophes
by: Logachov, A., et al.
Published: (2024)

Dyson Trace Flow and Multivariate Dynamic Coupled Semicircle Law
by: Chen, Cong, et al.
Published: (2025)

Essential barrier height and a probabilistic approach in characterizing potential landscape
by: Li, Yao, et al.
Published: (2023)

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

Realisation of constraints in underdamped Langevin dynamics
by: Hartmann, Carsten, et al.
Published: (2026)

Large deviation principle for slow-fast rough differential equations via controlled rough paths
by: Yang, Xiaoyu, et al.
Published: (2024)

Large deviations for the branching random walk with heavy-tailed associated random walk - a principle of one big jump
by: Stonner, Jakob
Published: (2026)

Affine constraints in non-reversible diffusions with degenerate noise
by: Hartmann, Carsten, et al.
Published: (2025)

Large deviation principle for the absorption time of the Beta-coalescent via integral functionals
by: Véchambre, Grégoire
Published: (2025)

Moderate deviation principles for stochastic 2D hydrodynamics type systems with multiplicative Lévy noise
by: Li, Yue, et al.
Published: (2025)

Large Deviations and the Peano Phenomenon in Stochastic Differential Equations with Homogeneous Drift
by: Bermolen, Paola, et al.
Published: (2025)

Large deviations for a spatial average of stochastic heat and wave equations
by: Ebina, Masahisa
Published: (2024)

Stochastic selection problem for a Stratonovich SDE with power non-linearity
by: Pavlyukevich, Ilya, et al.
Published: (2023)

Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator
by: Hima, Abdoulaye Soumana, et al.
Published: (2020)

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

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

Limit theorems for a strongly irreducible product of independent random matrices under optimal moment assumptions
by: Péneau, Axel
Published: (2024)

Onsager--Machlup Functional for Fractional Stochastic Newton Dynamics with Time-Dependent Noise Intensities
by: Zhu, Yanbin, et al.
Published: (2026)

Hyperbolic Anderson equations with general time-independent Gaussian noise: Stratonovich regime
by: Chen, Xia, et al.
Published: (2024)

Upper moderate deviation probabilities for the maximum of branching Brownian motion
by: Chataignier, Louis
Published: (2025)

Small deviations for critical Galton-Watson processes with infinite variance
by: Vatutin, Vladimir, et al.
Published: (2025)

Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
by: Xu, Wenting, et al.
Published: (2024)

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

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

On Some Extensions of the Boué-Dupuis Variational Formula
by: Budhiraja, A.
Published: (2024)

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