Ren, Panpan; Wang, Feng-Yu Donsker-Varadhan large deviations for path-distribution dependent SPDEs. (English) Zbl 07329641 J. Math. Anal. Appl. 499, No. 1, Article ID 125000, 32 p. (2021). MSC: 60J 60H 60G PDF BibTeX XML Cite \textit{P. Ren} and \textit{F.-Y. Wang}, J. Math. Anal. Appl. 499, No. 1, Article ID 125000, 32 p. (2021; Zbl 07329641) Full Text: DOI
Manga, Clément; Aman, Auguste Large deviations for stochastic differential equations with general delayed generator. (English) Zbl 07330122 Random Oper. Stoch. Equ. 28, No. 3, 197-207 (2020). MSC: 34K50 60F10 PDF BibTeX XML Cite \textit{C. Manga} and \textit{A. Aman}, Random Oper. Stoch. Equ. 28, No. 3, 197--207 (2020; Zbl 07330122) Full Text: DOI
Lacker, Daniel; Shkolnikov, Mykhaylo; Zhang, Jiacheng Inverting the Markovian projection, with an application to local stochastic volatility models. (English) Zbl 07276922 Ann. Probab. 48, No. 5, 2189-2211 (2020). MSC: 60H10 35Q84 35J60 PDF BibTeX XML Cite \textit{D. Lacker} et al., Ann. Probab. 48, No. 5, 2189--2211 (2020; Zbl 07276922) Full Text: DOI Euclid
Ang, Morris; Park, Minjae; Wang, Yilin Large deviations of radial \(SLE_{\infty}\). (English) Zbl 07252696 Electron. J. Probab. 25, Paper No. 102, 13 p. (2020). MSC: 60J67 60F10 PDF BibTeX XML Cite \textit{M. Ang} et al., Electron. J. Probab. 25, Paper No. 102, 13 p. (2020; Zbl 07252696) Full Text: DOI Euclid
Liu, Wei; Tao, Chunyan; Zhu, Jiahui Large deviation principle for a class of SPDE with locally monotone coefficients. (English) Zbl 1451.60070 Sci. China, Math. 63, No. 6, 1181-1202 (2020). Reviewer: René L. Schilling (Dresden) MSC: 60H15 60F10 PDF BibTeX XML Cite \textit{W. Liu} et al., Sci. China, Math. 63, No. 6, 1181--1202 (2020; Zbl 1451.60070) Full Text: DOI
Barré, J.; Bernardin, C.; Chétrite, R.; Chopra, Y.; Mariani, M. From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach. (English) Zbl 1453.82053 J. Stat. Phys. 180, No. 1-6, 1095-1127 (2020). MSC: 82C22 82C40 82C31 60F10 76R50 35Q82 35Q83 35R60 PDF BibTeX XML Cite \textit{J. Barré} et al., J. Stat. Phys. 180, No. 1--6, 1095--1127 (2020; Zbl 1453.82053) Full Text: DOI
Ragone, Francesco; Bouchet, Freddy Computation of extreme values of time averaged observables in climate models with large deviation techniques. (English) Zbl 1443.86020 J. Stat. Phys. 179, No. 5-6, 1637-1665 (2020). MSC: 86A08 86A32 62P12 86A10 62-02 86-02 PDF BibTeX XML Cite \textit{F. Ragone} and \textit{F. Bouchet}, J. Stat. Phys. 179, No. 5--6, 1637--1665 (2020; Zbl 1443.86020) Full Text: DOI
Maes, Christian Frenesy: time-symmetric dynamical activity in nonequilibria. (English) Zbl 1439.82022 Phys. Rep. 850, 1-33 (2020). MSC: 82C10 82-02 60J60 60J76 82M30 PDF BibTeX XML Cite \textit{C. Maes}, Phys. Rep. 850, 1--33 (2020; Zbl 1439.82022) Full Text: DOI
Hu, Shulan; Wang, Ran Asymptotics of stochastic Burgers equation with jumps. (English) Zbl 07192149 Stat. Probab. Lett. 162, Article ID 108770, 9 p. (2020). MSC: 60H15 60F10 60J75 PDF BibTeX XML Cite \textit{S. Hu} and \textit{R. Wang}, Stat. Probab. Lett. 162, Article ID 108770, 9 p. (2020; Zbl 07192149) Full Text: DOI
Liu, Shuang; Lou, Yuan A functional approach towards eigenvalue problems associated with incompressible flow. (English) Zbl 1437.35355 Discrete Contin. Dyn. Syst. 40, No. 6, 3715-3736 (2020). MSC: 35J62 35P15 35K57 PDF BibTeX XML Cite \textit{S. Liu} and \textit{Y. Lou}, Discrete Contin. Dyn. Syst. 40, No. 6, 3715--3736 (2020; Zbl 1437.35355) Full Text: DOI
Xu, Mingzhou; Cheng, Kun; Ding, Yunzheng Moderate deviations for nonhomogeneous Markov chains. (English) Zbl 1453.60076 Stat. Probab. Lett. 157, Article ID 108632, 7 p. (2020). MSC: 60F10 60J10 PDF BibTeX XML Cite \textit{M. Xu} et al., Stat. Probab. Lett. 157, Article ID 108632, 7 p. (2020; Zbl 1453.60076) Full Text: DOI
Eckstein, Stephan Extended Laplace principle for empirical measures of a Markov chain. (English) Zbl 1427.60145 Adv. Appl. Probab. 51, No. 1, 136-167 (2019). MSC: 60J05 60J10 60F10 PDF BibTeX XML Cite \textit{S. Eckstein}, Adv. Appl. Probab. 51, No. 1, 136--167 (2019; Zbl 1427.60145) Full Text: DOI
Flegel, Franziska; Heida, Martin; Slowik, Martin Homogenization theory for the random conductance model with degenerate ergodic weights and unbounded-range jumps. (English. French summary) Zbl 1442.60071 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1226-1257 (2019). MSC: 60H25 60K37 35B27 35R60 47B80 47A75 PDF BibTeX XML Cite \textit{F. Flegel} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 3, 1226--1257 (2019; Zbl 1442.60071) Full Text: DOI Euclid arXiv
Ueki, Naomasa Asymptotic behavior of the integrated density of states for random point fields associated with certain Fredholm determinants. (English) Zbl 07131228 Kyushu J. Math. 73, No. 1, 43-67 (2019). MSC: 60K37 60G17 82D30 PDF BibTeX XML Cite \textit{N. Ueki}, Kyushu J. Math. 73, No. 1, 43--67 (2019; Zbl 07131228) Full Text: DOI
Chung, Yong Moo; Rivera-Letelier, Juan; Takahasi, Hiroki Large deviation principle in one-dimensional dynamics. (English) Zbl 1427.37008 Invent. Math. 218, No. 3, 853-888 (2019). MSC: 37A50 37C40 37D25 37D45 37E05 60F10 PDF BibTeX XML Cite \textit{Y. M. Chung} et al., Invent. Math. 218, No. 3, 853--888 (2019; Zbl 1427.37008) Full Text: DOI arXiv
Derrida, Bernard; Sadhu, Tridib Large deviations conditioned on large deviations. I: Markov chain and Langevin equation. (English) Zbl 1433.37005 J. Stat. Phys. 176, No. 4, 773-805 (2019). MSC: 37A50 60G10 60F10 81Q20 PDF BibTeX XML Cite \textit{B. Derrida} and \textit{T. Sadhu}, J. Stat. Phys. 176, No. 4, 773--805 (2019; Zbl 1433.37005) Full Text: DOI
Takeda, Masayoshi Compactness of symmetric Markov semigroups and boundedness of eigenfunctions. (English) Zbl 07110612 Trans. Am. Math. Soc. 372, No. 6, 3905-3920 (2019). MSC: 60J45 60J75 31C25 31C05 PDF BibTeX XML Cite \textit{M. Takeda}, Trans. Am. Math. Soc. 372, No. 6, 3905--3920 (2019; Zbl 07110612) Full Text: DOI
Takahasi, Hiroki Large deviation principle for arithmetic functions in continued fraction expansion. (English) Zbl 07107256 Monatsh. Math. 190, No. 1, 137-152 (2019). MSC: 11A55 11K50 37A45 37A50 37A60 60F10 PDF BibTeX XML Cite \textit{H. Takahasi}, Monatsh. Math. 190, No. 1, 137--152 (2019; Zbl 07107256) Full Text: DOI arXiv
Nersesyan, Vahagn Large deviations for the Navier-Stokes equations driven by a white-in-time noise. (Grandes déviations pour les équations de Navier-Stokes perturbées par un bruit blanc en temps.) (English) Zbl 1428.35306 Ann. Henri Lebesgue 2, 481-513 (2019). MSC: 35Q30 60B12 60F10 37H15 76D05 PDF BibTeX XML Cite \textit{V. Nersesyan}, Ann. Henri Lebesgue 2, 481--513 (2019; Zbl 1428.35306) Full Text: DOI
Berestycki, Nathanaël; Yadin, Ariel Condensation of a self-attracting random walk. (English. French summary) Zbl 07097333 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 835-861 (2019). MSC: 60K35 60J27 60F10 PDF BibTeX XML Cite \textit{N. Berestycki} and \textit{A. Yadin}, Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 835--861 (2019; Zbl 07097333) Full Text: DOI Euclid
Dembo, Amir; Jara, Milton; Olla, Stefano The infinite Atlas process: convergence to equilibrium. (English. French summary) Zbl 07097325 Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 607-619 (2019). MSC: 60K35 82C22 60F17 60J60 PDF BibTeX XML Cite \textit{A. Dembo} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 55, No. 2, 607--619 (2019; Zbl 07097325) Full Text: DOI Euclid arXiv
Lu, Jianfeng; Vanden-Eijnden, Eric Methodological and computational aspects of parallel tempering methods in the infinite swapping limit. (English) Zbl 1453.82106 J. Stat. Phys. 174, No. 3, 715-733 (2019). MSC: 82M31 65C05 65Y05 60F10 PDF BibTeX XML Cite \textit{J. Lu} and \textit{E. Vanden-Eijnden}, J. Stat. Phys. 174, No. 3, 715--733 (2019; Zbl 1453.82106) Full Text: DOI arXiv
Povolotsky, A. M.; Pyatov, P.; Rittenberg, V. Large deviations of avalanches in the raise and peel model. (English) Zbl 07317009 J. Stat. Mech. Theory Exp. 2018, No. 5, Article ID 053107, 30 p. (2018). MSC: 82 PDF BibTeX XML Cite \textit{A. M. Povolotsky} et al., J. Stat. Mech. Theory Exp. 2018, No. 5, Article ID 053107, 30 p. (2018; Zbl 07317009) Full Text: DOI
Zeitouni, Ofer A conversation with S. R. S. Varadhan. (English) Zbl 1407.01028 Stat. Sci. 33, No. 1, 126-137 (2018). MSC: 01A70 62-03 PDF BibTeX XML Cite \textit{O. Zeitouni}, Stat. Sci. 33, No. 1, 126--137 (2018; Zbl 1407.01028) Full Text: DOI Euclid
Gajda, J.; Wyłomańska, A.; Kantz, H.; Chechkin, A. V.; Sikora, G. Large deviations of time-averaged statistics for Gaussian processes. (English) Zbl 1406.60044 Stat. Probab. Lett. 143, 47-55 (2018). MSC: 60F10 60G15 60G22 PDF BibTeX XML Cite \textit{J. Gajda} et al., Stat. Probab. Lett. 143, 47--55 (2018; Zbl 1406.60044) Full Text: DOI
Martirosyan, D.; Nersesyan, V. Local large deviations principle for occupation measures of the stochastic damped nonlinear wave equation. (English. French summary) Zbl 06996557 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 4, 2002-2041 (2018). MSC: 35R60 35L70 60B12 60F10 PDF BibTeX XML Cite \textit{D. Martirosyan} and \textit{V. Nersesyan}, Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 4, 2002--2041 (2018; Zbl 06996557) Full Text: DOI Euclid
Guasoni, Paolo; Weber, Marko H. Rebalancing multiple assets with mutual price impact. (English) Zbl 1418.91473 J. Optim. Theory Appl. 179, No. 2, 618-653 (2018). MSC: 91G10 91G80 93E20 60J60 PDF BibTeX XML Cite \textit{P. Guasoni} and \textit{M. H. Weber}, J. Optim. Theory Appl. 179, No. 2, 618--653 (2018; Zbl 1418.91473) Full Text: DOI
Bertini, Lorenzo; Chetrite, Raphael; Faggionato, Alessandra; Gabrielli, Davide Level 2.5 large deviations for continuous-time Markov chains with time periodic rates. (English) Zbl 1400.82126 Ann. Henri Poincaré 19, No. 10, 3197-3238 (2018). MSC: 82C05 60J25 60F10 60J75 PDF BibTeX XML Cite \textit{L. Bertini} et al., Ann. Henri Poincaré 19, No. 10, 3197--3238 (2018; Zbl 1400.82126) Full Text: DOI
Ueki, Naomasa Stochastic analysis and random Schrödinger operators. (English. Japanese original) Zbl 1393.82008 Sugaku Expo. 31, No. 1, 93-115 (2018); translation from Sūgaku 66, No. 4, 392-412 (2014). MSC: 82B44 60H25 60H07 60F10 82C22 PDF BibTeX XML Full Text: DOI
Dupuis, Paul; Lipshutz, David Large deviations for the empirical measure of a diffusion via weak convergence methods. (English) Zbl 1388.60067 Stochastic Processes Appl. 128, No. 8, 2581-2604 (2018). MSC: 60F10 60H10 60J60 PDF BibTeX XML Cite \textit{P. Dupuis} and \textit{D. Lipshutz}, Stochastic Processes Appl. 128, No. 8, 2581--2604 (2018; Zbl 1388.60067) Full Text: DOI
Sughiyama, Yuki; Kobayashi, Tetsuya J. The explicit form of the rate function for semi-Markov processes and its contractions. (English) Zbl 1391.82044 J. Phys. A, Math. Theor. 51, No. 12, Article ID 125001, 23 p. (2018). MSC: 82C31 82C35 60F10 60K15 PDF BibTeX XML Cite \textit{Y. Sughiyama} and \textit{T. J. Kobayashi}, J. Phys. A, Math. Theor. 51, No. 12, Article ID 125001, 23 p. (2018; Zbl 1391.82044) Full Text: DOI
Kifer, Yuri Erdős-Rényi law of large numbers in the averaging setup. (English) Zbl 1396.60033 Stoch. Dyn. 18, No. 3, Article ID 1850018, 26 p. (2018). MSC: 60F15 60F10 37D20 37D35 PDF BibTeX XML Cite \textit{Y. Kifer}, Stoch. Dyn. 18, No. 3, Article ID 1850018, 26 p. (2018; Zbl 1396.60033) Full Text: DOI
Wang, Ran; Xu, Lihu Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion. (English) Zbl 1390.60114 Stochastic Processes Appl. 128, No. 5, 1772-1796 (2018). MSC: 60F10 60H15 60J75 PDF BibTeX XML Cite \textit{R. Wang} and \textit{L. Xu}, Stochastic Processes Appl. 128, No. 5, 1772--1796 (2018; Zbl 1390.60114) Full Text: DOI
Kraaij, Richard; Lazarescu, Alexandre; Maes, Christian; Peletier, Mark Deriving GENERIC from a generalized fluctuation symmetry. (English) Zbl 1390.82045 J. Stat. Phys. 170, No. 3, 492-508 (2018). MSC: 82C31 60F10 60J75 35Q82 PDF BibTeX XML Cite \textit{R. Kraaij} et al., J. Stat. Phys. 170, No. 3, 492--508 (2018; Zbl 1390.82045) Full Text: DOI
Jakšić, V.; Nersesyan, V.; Pillet, C.-A.; Shirikyan, A. Large deviations and mixing for dissipative PDEs with unbounded random kicks. (English) Zbl 1382.35191 Nonlinearity 31, No. 2, 540-596 (2018). MSC: 35Q30 35Q56 76D05 60B12 60F10 PDF BibTeX XML Cite \textit{V. Jakšić} et al., Nonlinearity 31, No. 2, 540--596 (2018; Zbl 1382.35191) Full Text: DOI
Hu, Ze-Chun; Sun, Wei; Zhang, Jing A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime. (English) Zbl 1388.60069 J. Math. Anal. Appl. 459, No. 2, 1124-1137 (2018). MSC: 60F10 60J27 60J10 PDF BibTeX XML Cite \textit{Z.-C. Hu} et al., J. Math. Anal. Appl. 459, No. 2, 1124--1137 (2018; Zbl 1388.60069) Full Text: DOI arXiv
König, Wolfgang; Mukherjee, Chiranjib Mean-field interaction of Brownian occupation measures. I: Uniform tube property of the Coulomb functional. (English. French summary) Zbl 1382.60107 Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 4, 2214-2228 (2017). MSC: 60J65 60J55 60F10 PDF BibTeX XML Cite \textit{W. König} and \textit{C. Mukherjee}, Ann. Inst. Henri Poincaré, Probab. Stat. 53, No. 4, 2214--2228 (2017; Zbl 1382.60107) Full Text: DOI Euclid
Chao, Zhen; Wang, Kai; Zhu, Chao; Zhu, Yanling Almost sure and moment exponential stability of regime-switching jump diffusions. (English) Zbl 1374.60151 SIAM J. Control Optim. 55, No. 6, 3458-3488 (2017). MSC: 60J60 60J75 47D08 PDF BibTeX XML Cite \textit{Z. Chao} et al., SIAM J. Control Optim. 55, No. 6, 3458--3488 (2017; Zbl 1374.60151) Full Text: DOI arXiv
Rudzkis, Rimantas; Bakshaev, Aleksej General theorems on large deviations for random vectors. (English) Zbl 1374.60038 Lith. Math. J. 57, No. 3, 367-390 (2017). MSC: 60F10 PDF BibTeX XML Cite \textit{R. Rudzkis} and \textit{A. Bakshaev}, Lith. Math. J. 57, No. 3, 367--390 (2017; Zbl 1374.60038) Full Text: DOI
Bolthausen, Erwin; König, Wolfgang; Mukherjee, Chiranjib Mean-field interaction of Brownian occupation measures. II: A rigorous construction of the Pekar process. (English) Zbl 1374.60157 Commun. Pure Appl. Math. 70, No. 8, 1598-1629 (2017). Reviewer: Sophia L. Kalpazidou (Thessaloniki) MSC: 60J65 60K35 PDF BibTeX XML Cite \textit{E. Bolthausen} et al., Commun. Pure Appl. Math. 70, No. 8, 1598--1629 (2017; Zbl 1374.60157) Full Text: DOI
Wintenberger, Olivier Optimal learning with Bernstein online aggregation. (English) Zbl 1412.68196 Mach. Learn. 106, No. 1, 119-141 (2017). MSC: 68T05 PDF BibTeX XML Cite \textit{O. Wintenberger}, Mach. Learn. 106, No. 1, 119--141 (2017; Zbl 1412.68196) Full Text: DOI
Gharaei, Masoumeh; Homburg, Ale Jan Random interval diffeomorphisms. (English) Zbl 1369.37051 Discrete Contin. Dyn. Syst., Ser. S 10, No. 2, 241-272 (2017). MSC: 37E05 37H10 37H15 PDF BibTeX XML Cite \textit{M. Gharaei} and \textit{A. J. Homburg}, Discrete Contin. Dyn. Syst., Ser. S 10, No. 2, 241--272 (2017; Zbl 1369.37051) Full Text: DOI arXiv
Hafouta, Yeor; Kifer, Yuri A nonconventional local limit theorem. (English) Zbl 1360.60053 J. Theor. Probab. 29, No. 4, 1524-1553 (2016). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60J05 60G10 PDF BibTeX XML Cite \textit{Y. Hafouta} and \textit{Y. Kifer}, J. Theor. Probab. 29, No. 4, 1524--1553 (2016; Zbl 1360.60053) Full Text: DOI arXiv
Rey-Bellet, Luc; Spiliopoulos, Konstantinos Improving the convergence of reversible samplers. (English) Zbl 1348.82046 J. Stat. Phys. 164, No. 3, 472-494 (2016). MSC: 82B80 60J22 60J60 60C05 65C40 60F10 PDF BibTeX XML Cite \textit{L. Rey-Bellet} and \textit{K. Spiliopoulos}, J. Stat. Phys. 164, No. 3, 472--494 (2016; Zbl 1348.82046) Full Text: DOI arXiv
Puhalskii, Anatolii A. On large deviations of coupled diffusions with time scale separation. (English) Zbl 1356.60047 Ann. Probab. 44, No. 4, 3111-3186 (2016). Reviewer: Heinrich Hering (Rockenberg) MSC: 60F10 60J60 60H10 60F17 60G57 PDF BibTeX XML Cite \textit{A. A. Puhalskii}, Ann. Probab. 44, No. 4, 3111--3186 (2016; Zbl 1356.60047) Full Text: DOI Euclid arXiv
Wu, Fuke; Yin, George; Jin, Zhuo Kolmogorov-type systems with regime-switching jump diffusion perturbations. (English) Zbl 1347.60073 Discrete Contin. Dyn. Syst., Ser. B 21, No. 7, 2293-2319 (2016). MSC: 60H10 60H30 60J60 60J75 60J65 60J70 60J27 60J28 92D25 93E03 PDF BibTeX XML Cite \textit{F. Wu} et al., Discrete Contin. Dyn. Syst., Ser. B 21, No. 7, 2293--2319 (2016; Zbl 1347.60073) Full Text: DOI
Lelièvre, Tony; Stoltz, Gabriel Partial differential equations and stochastic methods in molecular dynamics. (English) Zbl 1348.82065 Acta Numerica 25, 681-880 (2016). Reviewer: Dazmir Shulaia (Tbilisi) MSC: 82C31 35Q84 35R60 PDF BibTeX XML Cite \textit{T. Lelièvre} and \textit{G. Stoltz}, Acta Numerica 25, 681--880 (2016; Zbl 1348.82065) Full Text: DOI
Fan, Xiliang; Yuan, Chenggui Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. (English) Zbl 1336.60119 Stat. Probab. Lett. 110, 39-50 (2016). MSC: 60H15 60G22 PDF BibTeX XML Cite \textit{X. Fan} and \textit{C. Yuan}, Stat. Probab. Lett. 110, 39--50 (2016; Zbl 1336.60119) Full Text: DOI
Huang, Gang; Mandjes, Michel; Spreij, Peter Large deviations for Markov-modulated diffusion processes with rapid switching. (English) Zbl 1336.60054 Stochastic Processes Appl. 126, No. 6, 1785-1818 (2016). MSC: 60F10 60J60 PDF BibTeX XML Cite \textit{G. Huang} et al., Stochastic Processes Appl. 126, No. 6, 1785--1818 (2016; Zbl 1336.60054) Full Text: DOI
Cavazos-Cadena, Rolando; Hernández-Hernández, Daniel Local Poisson equations associated with the Varadhan functional. (English) Zbl 1341.60087 Asymptotic Anal. 96, No. 1, 23-50 (2016). MSC: 60J10 60G40 PDF BibTeX XML Cite \textit{R. Cavazos-Cadena} and \textit{D. Hernández-Hernández}, Asymptotic Anal. 96, No. 1, 23--50 (2016; Zbl 1341.60087) Full Text: DOI
Samoilenko, Igor V. Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation. (English. Ukrainian original) Zbl 1330.60050 J. Math. Sci., New York 210, No. 1, 52-66 (2015); translation from Ukr. Mat. Visn. 12, No. 1, 67-85 (2015). MSC: 60F10 60G51 60J75 PDF BibTeX XML Cite \textit{I. V. Samoilenko}, J. Math. Sci., New York 210, No. 1, 52--66 (2015; Zbl 1330.60050); translation from Ukr. Mat. Visn. 12, No. 1, 67--85 (2015) Full Text: DOI
Jakšić, Vojkan; Nersesyan, Vahagn; Pillet, Claude-Alain; Shirikyan, Armen Large deviations from a stationary measure for a class of dissipative PDEs with random kicks. (English) Zbl 1328.60076 Commun. Pure Appl. Math. 68, No. 12, 2108-2143 (2015). MSC: 60F10 60J05 35R60 47D07 PDF BibTeX XML Cite \textit{V. Jakšić} et al., Commun. Pure Appl. Math. 68, No. 12, 2108--2143 (2015; Zbl 1328.60076) Full Text: DOI
Skiadas, Costis Dynamic choice with constant source-dependent relative risk aversion. (English) Zbl 1367.91066 Econ. Theory 60, No. 3, 393-422 (2015). MSC: 91B16 91G80 PDF BibTeX XML Cite \textit{C. Skiadas}, Econ. Theory 60, No. 3, 393--422 (2015; Zbl 1367.91066) Full Text: DOI
Barato, Andre C.; Chetrite, Raphael A formal view on level 2.5 large deviations and fluctuation relations. (English) Zbl 1327.82045 J. Stat. Phys. 160, No. 5, 1154-1172 (2015). MSC: 82C03 60F10 60J75 60J60 PDF BibTeX XML Cite \textit{A. C. Barato} and \textit{R. Chetrite}, J. Stat. Phys. 160, No. 5, 1154--1172 (2015; Zbl 1327.82045) Full Text: DOI arXiv
Bertini, Lorenzo; Faggionato, Alessandra; Gabrielli, Davide Large deviations of the empirical flow for continuous time Markov chains. (English. French summary) Zbl 1323.60045 Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 3, 867-900 (2015). MSC: 60F10 60J27 82C05 PDF BibTeX XML Cite \textit{L. Bertini} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 51, No. 3, 867--900 (2015; Zbl 1323.60045) Full Text: DOI Euclid arXiv
Demongeot, Jacques; Demetrius, Lloyd A. Complexity and stability in biological systems. (English) Zbl 1319.92014 Int. J. Bifurcation Chaos Appl. Sci. Eng. 25, No. 7, Article ID 1540013, 16 p. (2015). MSC: 92C42 93D09 37A35 PDF BibTeX XML Cite \textit{J. Demongeot} and \textit{L. A. Demetrius}, Int. J. Bifurcation Chaos Appl. Sci. Eng. 25, No. 7, Article ID 1540013, 16 p. (2015; Zbl 1319.92014) Full Text: DOI
Dupuis, Paul; Liu, Yufei On the large deviation rate function for the empirical measures of reversible jump Markov processes. (English) Zbl 1325.60023 Ann. Probab. 43, No. 3, 1121-1156 (2015). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60J75 60E10 PDF BibTeX XML Cite \textit{P. Dupuis} and \textit{Y. Liu}, Ann. Probab. 43, No. 3, 1121--1156 (2015; Zbl 1325.60023) Full Text: DOI Euclid arXiv
Bertini, Lorenzo; Faggionato, Alessandra; Gabrielli, Davide Flows, currents, and cycles for Markov chains: large deviation asymptotics. (English) Zbl 1321.60044 Stochastic Processes Appl. 125, No. 7, 2786-2819 (2015). MSC: 60F10 60J27 82C05 PDF BibTeX XML Cite \textit{L. Bertini} et al., Stochastic Processes Appl. 125, No. 7, 2786--2819 (2015; Zbl 1321.60044) Full Text: DOI
Chen, Jinwen Limiting process of absorbing Markov chains. (English) Zbl 1309.60079 Front. Math. China 9, No. 4, 753-759 (2014). MSC: 60J27 60F10 PDF BibTeX XML Cite \textit{J. Chen}, Front. Math. China 9, No. 4, 753--759 (2014; Zbl 1309.60079) Full Text: DOI
Palczewski, Jan; Stettner, Łukasz Infinite horizon stopping problems with (nearly) total reward criteria. (English) Zbl 1390.60156 Stochastic Processes Appl. 124, No. 12, 3887-3920 (2014). MSC: 60G40 PDF BibTeX XML Cite \textit{J. Palczewski} and \textit{Ł. Stettner}, Stochastic Processes Appl. 124, No. 12, 3887--3920 (2014; Zbl 1390.60156) Full Text: DOI arXiv
Vidyasagar, Mathukumalli An elementary derivation of the large deviation rate function for finite state Markov chains. (English) Zbl 1291.60052 Asian J. Control 16, No. 1, 1-19 (2014). MSC: 60F10 60J10 PDF BibTeX XML Cite \textit{M. Vidyasagar}, Asian J. Control 16, No. 1, 1--19 (2014; Zbl 1291.60052) Full Text: DOI arXiv
Kifer, Yuri; Varadhan, S. R. S. Nonconventional large deviations theorems. (English) Zbl 1333.60042 Probab. Theory Relat. Fields 158, No. 1-2, 197-224 (2014). Reviewer: Anatoli Mogulskij (Novosibirsk) MSC: 60F10 60J05 60J25 37D20 PDF BibTeX XML Cite \textit{Y. Kifer} and \textit{S. R. S. Varadhan}, Probab. Theory Relat. Fields 158, No. 1--2, 197--224 (2014; Zbl 1333.60042) Full Text: DOI arXiv
Takeda, Masayoshi A variational formula for Dirichlet forms and existence of ground states. (English) Zbl 1312.60087 J. Funct. Anal. 266, No. 2, 660-675 (2014). Reviewer: Feng-Yu Wang (Swansea) MSC: 60J25 47D07 PDF BibTeX XML Cite \textit{M. Takeda}, J. Funct. Anal. 266, No. 2, 660--675 (2014; Zbl 1312.60087) Full Text: DOI
Huang, Xueping; Shiozawa, Yuichi Upper escape rate of Markov chains on weighted graphs. (English) Zbl 1284.60144 Stochastic Processes Appl. 124, No. 1, 317-347 (2014). MSC: 60J27 05C81 PDF BibTeX XML Cite \textit{X. Huang} and \textit{Y. Shiozawa}, Stochastic Processes Appl. 124, No. 1, 317--347 (2014; Zbl 1284.60144) Full Text: DOI arXiv
Krstulovic, G.; Cencini, M.; Bec, J. Effective rates in dilute reaction-advection systems for the annihilation process \(A+A\to\emptyset\). (English) Zbl 1307.82021 J. Stat. Phys. 153, No. 3, 530-550 (2013). Reviewer: Gen Qi Xu (Tianjin) MSC: 82C70 82C22 35K57 60F10 PDF BibTeX XML Cite \textit{G. Krstulovic} et al., J. Stat. Phys. 153, No. 3, 530--550 (2013; Zbl 1307.82021) Full Text: DOI
Lopes, Artur; Neumann, Adriana; Thieullen, Philippe A thermodynamic formalism for continuous time Markov chains with values on the Bernoulli space: entropy, pressure and large deviations. (English) Zbl 1301.82005 J. Stat. Phys. 152, No. 5, 894-933 (2013). Reviewer: Pengfei Zhang (Houston) MSC: 82B05 60J27 37C30 37D35 PDF BibTeX XML Cite \textit{A. Lopes} et al., J. Stat. Phys. 152, No. 5, 894--933 (2013; Zbl 1301.82005) Full Text: DOI arXiv
Takeda, Masayoshi A tightness property of a symmetric Markov process and the uniform large deviation principle. (English) Zbl 1274.60083 Proc. Am. Math. Soc. 141, No. 12, 4371-4383 (2013). MSC: 60F10 60J45 31C25 PDF BibTeX XML Cite \textit{M. Takeda}, Proc. Am. Math. Soc. 141, No. 12, 4371--4383 (2013; Zbl 1274.60083) Full Text: DOI
Comets, Francis; Yoshida, Nobuo Localization transition for polymers in Poissonian medium. (English) Zbl 1276.82066 Commun. Math. Phys. 323, No. 1, 417-447 (2013). MSC: 82D60 60J65 60K37 82B27 PDF BibTeX XML Cite \textit{F. Comets} and \textit{N. Yoshida}, Commun. Math. Phys. 323, No. 1, 417--447 (2013; Zbl 1276.82066) Full Text: DOI arXiv
Brändle, Cristina; Chasseigne, Emmanuel Large deviation estimates for some nonlocal equations. General bounds and applications. (English) Zbl 1281.47032 Trans. Am. Math. Soc. 365, No. 7, 3437-3476 (2013). Reviewer: Leonid Berezanski (Beer-Sheva) MSC: 47G20 60F10 35A35 49L25 35K10 PDF BibTeX XML Cite \textit{C. Brändle} and \textit{E. Chasseigne}, Trans. Am. Math. Soc. 365, No. 7, 3437--3476 (2013; Zbl 1281.47032) Full Text: DOI
Takeda, Masayoshi; Tawara, Yoshihiro A large deviation principle for symmetric Markov processes normalized by Feynman-Kac functionals. (English) Zbl 1272.60014 Osaka J. Math. 50, No. 2, 287-307 (2013). MSC: 60F10 60J45 60J40 35J10 PDF BibTeX XML Cite \textit{M. Takeda} and \textit{Y. Tawara}, Osaka J. Math. 50, No. 2, 287--307 (2013; Zbl 1272.60014) Full Text: Euclid
Blanchet, Jose; Glynn, Peter; Meyn, Sean Large deviations for the empirical mean of an M/M/\(1\) queue. (English) Zbl 1282.60090 Queueing Syst. 73, No. 4, 425-446 (2013). Reviewer: János Sztrik (Debrecen) MSC: 60K25 60F10 PDF BibTeX XML Cite \textit{J. Blanchet} et al., Queueing Syst. 73, No. 4, 425--446 (2013; Zbl 1282.60090) Full Text: DOI
Cai, Yi; Dupuis, Paul Analysis of an interacting particle method for rare event estimation. (English) Zbl 1278.60056 Queueing Syst. 73, No. 4, 345-406 (2013). Reviewer: Dominique Lepingle (Orléans) MSC: 60F10 60J85 60K35 65C05 65C35 PDF BibTeX XML Cite \textit{Y. Cai} and \textit{P. Dupuis}, Queueing Syst. 73, No. 4, 345--406 (2013; Zbl 1278.60056) Full Text: DOI
Maes, Christian; Netočný, Karel Heat bounds and the blowtorch theorem. (English) Zbl 1273.82055 Ann. Henri Poincaré 14, No. 5, 1193-1202 (2013). Reviewer: Guy Jumarie (Montréal) MSC: 82C35 PDF BibTeX XML Cite \textit{C. Maes} and \textit{K. Netočný}, Ann. Henri Poincaré 14, No. 5, 1193--1202 (2013; Zbl 1273.82055) Full Text: DOI arXiv
König, Wolfgang; Mukherjee, Chiranjib Large deviations for Brownian intersection measures. (English) Zbl 1284.60059 Commun. Pure Appl. Math. 66, No. 2, 263-306 (2013). Reviewer: Michael Scheutzow (Berlin) MSC: 60F10 60J65 PDF BibTeX XML Cite \textit{W. König} and \textit{C. Mukherjee}, Commun. Pure Appl. Math. 66, No. 2, 263--306 (2013; Zbl 1284.60059) Full Text: DOI arXiv
Chung, Yong Moo; Takahasi, Hiroki Large deviation principle for Benedicks-Carleson quadratic maps. (English) Zbl 1276.37031 Commun. Math. Phys. 315, No. 3, 803-826 (2012). Reviewer: Antonio Linero Bas (Murcia) MSC: 37E05 37C40 37A99 37B99 PDF BibTeX XML Cite \textit{Y. M. Chung} and \textit{H. Takahasi}, Commun. Math. Phys. 315, No. 3, 803--826 (2012; Zbl 1276.37031) Full Text: DOI arXiv
Schütte, Christof; Winkelmann, Stefanie; Hartmann, Carsten Optimal control of molecular dynamics using Markov state models. (English) Zbl 1262.49036 Math. Program. 134, No. 1 (B), 259-282 (2012). Reviewer: Aygul Manapova (Ufa) MSC: 49M25 74A25 60J28 PDF BibTeX XML Cite \textit{C. Schütte} et al., Math. Program. 134, No. 1 (B), 259--282 (2012; Zbl 1262.49036) Full Text: DOI
Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui Lyapunov exponents of hybrid stochastic heat equations. (English) Zbl 1250.93122 Syst. Control Lett. 61, No. 1, 165-172 (2012). MSC: 93E15 60H15 60J10 60J75 PDF BibTeX XML Cite \textit{J. Bao} et al., Syst. Control Lett. 61, No. 1, 165--172 (2012; Zbl 1250.93122) Full Text: DOI arXiv
Zhang, Qi; Zhao, Huaizhong Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients. (English) Zbl 1255.60103 J. Theor. Probab. 25, No. 2, 396-423 (2012). Reviewer: Maria Gordina (Storrs) MSC: 60H10 35C05 35D30 35K15 60H30 PDF BibTeX XML Cite \textit{Q. Zhang} and \textit{H. Zhao}, J. Theor. Probab. 25, No. 2, 396--423 (2012; Zbl 1255.60103) Full Text: DOI arXiv
Demongeot, Jacques; Waku, Jules Robustness in biological regulatory networks. I: Mathematical approach. (English. French summary) Zbl 1233.92022 C. R., Math., Acad. Sci. Paris 350, No. 3-4, 221-224 (2012). MSC: 92C42 60J10 94A17 PDF BibTeX XML Cite \textit{J. Demongeot} and \textit{J. Waku}, C. R., Math., Acad. Sci. Paris 350, No. 3--4, 221--224 (2012; Zbl 1233.92022) Full Text: DOI
Forde, Martin; Jacquier, Antoine The large-maturity smile for the Heston model. (English) Zbl 1303.91174 Finance Stoch. 15, No. 4, 755-780 (2011); corrigendum ibid. 15, No. 4, 781-784 (2011); corrigendum ibid. 17, No. 1, 223-224 (2013). MSC: 91G20 91B70 60H30 60F10 60G44 PDF BibTeX XML Cite \textit{M. Forde} and \textit{A. Jacquier}, Finance Stoch. 15, No. 4, 755--780 (2011; Zbl 1303.91174) Full Text: DOI
Takeda, Masayoshi A large deviation principle for symmetric Markov processes with Feynman-Kac functional. (English) Zbl 1237.60065 J. Theor. Probab. 24, No. 4, 1097-1129 (2011). Reviewer: Liliana Popa (Iaşi) MSC: 60J45 60F10 60J40 35J10 PDF BibTeX XML Cite \textit{M. Takeda}, J. Theor. Probab. 24, No. 4, 1097--1129 (2011; Zbl 1237.60065) Full Text: DOI
Bernardin, Cédric; Olla, Stefano Transport properties of a chain of anharmonic oscillators with random flip of velocities. (English) Zbl 1231.82052 J. Stat. Phys. 145, No. 5, 1224-1255 (2011). MSC: 82C35 PDF BibTeX XML Cite \textit{C. Bernardin} and \textit{S. Olla}, J. Stat. Phys. 145, No. 5, 1224--1255 (2011; Zbl 1231.82052) Full Text: DOI arXiv
Lefevere, Raphaël; Mariani, Mauro; Zambotti, Lorenzo Large deviations for renewal processes. (English) Zbl 1228.60035 Stochastic Processes Appl. 121, No. 10, 2243-2271 (2011). Reviewer: Josef Steinebach (Köln) MSC: 60F10 60K05 PDF BibTeX XML Cite \textit{R. Lefevere} et al., Stochastic Processes Appl. 121, No. 10, 2243--2271 (2011; Zbl 1228.60035) Full Text: DOI arXiv
Chen, Xia; Kulik, Alexey Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential. (English) Zbl 1229.82096 Int. J. Stoch. Anal. 2011, Article ID 803683, 43 p. (2011). MSC: 82B44 60K37 60J65 PDF BibTeX XML Cite \textit{X. Chen} and \textit{A. Kulik}, Int. J. Stoch. Anal. 2011, Article ID 803683, 43 p. (2011; Zbl 1229.82096) Full Text: DOI
Ichihara, Kanji Uniform large deviation for pinned hyperbolic Brownian motion. (English) Zbl 1252.58021 Forum Math. 23, No. 4, 875-889 (2011). Reviewer: Raouf Ghomrasni (Muizenberg) MSC: 58J65 60F10 PDF BibTeX XML Cite \textit{K. Ichihara}, Forum Math. 23, No. 4, 875--889 (2011; Zbl 1252.58021) Full Text: DOI
Forde, Martin Large-time asymptotics for an uncorrelated stochastic volatility model. (English) Zbl 1225.60052 Stat. Probab. Lett. 81, No. 8, 1230-1232 (2011). MSC: 60F10 91G80 PDF BibTeX XML Cite \textit{M. Forde}, Stat. Probab. Lett. 81, No. 8, 1230--1232 (2011; Zbl 1225.60052) Full Text: DOI
Takeda, Masayoshi; Tsuchida, Kaneharu Large deviations for discontinuous additive functionals of symmetric stable processes. (English) Zbl 1222.60057 Math. Nachr. 284, No. 8-9, 1148-1171 (2011). Reviewer: Liliana Popa (Iaşi) MSC: 60J45 60J40 35J10 PDF BibTeX XML Cite \textit{M. Takeda} and \textit{K. Tsuchida}, Math. Nachr. 284, No. 8--9, 1148--1171 (2011; Zbl 1222.60057) Full Text: DOI
Rassoul-Agha, Firas; Seppäläinen, Timo Process-level quenched large deviations for random walk in random environment. (English. French summary) Zbl 1298.60097 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 1, 214-242 (2011). Reviewer: Guy Jumarie (Montréal) MSC: 60K37 60F10 82D30 82C44 PDF BibTeX XML Cite \textit{F. Rassoul-Agha} and \textit{T. Seppäläinen}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 1, 214--242 (2011; Zbl 1298.60097) Full Text: DOI EuDML arXiv
Hu, Shulan; Wu, Liming Large deviations for random dynamical systems and applications to hidden Markov models. (English) Zbl 1220.60017 Stochastic Processes Appl. 121, No. 1, 61-90 (2011). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F10 60J27 PDF BibTeX XML Cite \textit{S. Hu} and \textit{L. Wu}, Stochastic Processes Appl. 121, No. 1, 61--90 (2011; Zbl 1220.60017) Full Text: DOI
Liu, Wei Large deviations for stochastic evolution equations with small multiplicative noise. (English) Zbl 1387.60052 Appl. Math. Optim. 61, No. 1, 27-56 (2010). MSC: 60F10 60H10 76S05 PDF BibTeX XML Cite \textit{W. Liu}, Appl. Math. Optim. 61, No. 1, 27--56 (2010; Zbl 1387.60052) Full Text: DOI arXiv
Baiesi, Marco; Maes, Christian; Wynants, Bram Nonequilibrium linear response for Markov dynamics. I: Jump processes and overdamped diffusions. (English) Zbl 1187.82079 J. Stat. Phys. 137, No. 5-6, 1094-1116 (2009). Reviewer: Dominik Strzałka (Rzeszów) MSC: 82C21 82C22 82C70 PDF BibTeX XML Cite \textit{M. Baiesi} et al., J. Stat. Phys. 137, No. 5--6, 1094--1116 (2009; Zbl 1187.82079) Full Text: DOI
Takeda, Masayoshi; Tawara, Yoshihiro \(L^{p}\)-independence of spectral bounds of non-local Feynman-Kac semigroups. (English) Zbl 1187.60058 Forum Math. 21, No. 6, 1067-1080 (2009). Reviewer: Liliana Popa (Iaşi) MSC: 60J45 60J40 35J10 PDF BibTeX XML Cite \textit{M. Takeda} and \textit{Y. Tawara}, Forum Math. 21, No. 6, 1067--1080 (2009; Zbl 1187.60058) Full Text: DOI
Ghosh, Mrinal K.; Goswami, Anindya; Kumar, Suresh K. Portfolio optimization in a semi-Markov modulated market. (English) Zbl 1187.91199 Appl. Math. Optim. 60, No. 2, 275-296 (2009). MSC: 91G10 93E20 60J05 PDF BibTeX XML Cite \textit{M. K. Ghosh} et al., Appl. Math. Optim. 60, No. 2, 275--296 (2009; Zbl 1187.91199) Full Text: DOI
Chernyak, Vladimir Y.; Chertkov, Michael; Malinin, Sergey V.; Teodorescu, Razvan Non-equilibrium thermodynamics and topology of currents. (English) Zbl 1179.82107 J. Stat. Phys. 137, No. 1, 109-147 (2009). MSC: 82C35 60J22 62F10 58E05 81T45 PDF BibTeX XML Cite \textit{V. Y. Chernyak} et al., J. Stat. Phys. 137, No. 1, 109--147 (2009; Zbl 1179.82107) Full Text: DOI
Baiesi, Marco; Maes, Christian; Netočný, Karel Computation of current cumulants for small nonequilibrium systems. (English) Zbl 1173.82028 J. Stat. Phys. 135, No. 1, 57-75 (2009). Reviewer: Dominik Strzałka (Rzeszów) MSC: 82C35 81Q15 PDF BibTeX XML Cite \textit{M. Baiesi} et al., J. Stat. Phys. 135, No. 1, 57--75 (2009; Zbl 1173.82028) Full Text: DOI
Blanchet, J.; Liu, J. C. State-dependent importance sampling for regularly varying random walks. (English) Zbl 1159.60022 Adv. Appl. Probab. 40, No. 4, 1104-1128 (2008). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G50 60J05 60G70 68W40 PDF BibTeX XML Cite \textit{J. Blanchet} and \textit{J. C. Liu}, Adv. Appl. Probab. 40, No. 4, 1104--1128 (2008; Zbl 1159.60022) Full Text: DOI
Bodineau, Thierry; Lefevere, Raphaël Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats. (English) Zbl 1157.82027 J. Stat. Phys. 133, No. 1, 1-27 (2008). MSC: 82C20 60F10 PDF BibTeX XML Cite \textit{T. Bodineau} and \textit{R. Lefevere}, J. Stat. Phys. 133, No. 1, 1--27 (2008; Zbl 1157.82027) Full Text: DOI arXiv
Jain, Naresh; Krylov, Nicolai Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups. (English) Zbl 1157.60022 Ann. Probab. 36, No. 5, 1611-1641 (2008). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F10 60J99 47D07 PDF BibTeX XML Cite \textit{N. Jain} and \textit{N. Krylov}, Ann. Probab. 36, No. 5, 1611--1641 (2008; Zbl 1157.60022) Full Text: DOI arXiv
Adams, Stefan; König, Wolfgang Large deviations for many Brownian bridges with symmetrised initial-terminal condition. (English) Zbl 1156.60017 Probab. Theory Relat. Fields 142, No. 1-2, 79-124 (2008). Reviewer: Josef Steinebach (Köln) MSC: 60F10 60J65 82B10 81S40 PDF BibTeX XML Cite \textit{S. Adams} and \textit{W. König}, Probab. Theory Relat. Fields 142, No. 1--2, 79--124 (2008; Zbl 1156.60017) Full Text: DOI arXiv
Song, QiongXia Large deviations for Glauber dynamics of continuous gas. (English) Zbl 1146.60024 Sci. China, Ser. A 51, No. 5, 973-986 (2008). MSC: 60F10 60J25 82B21 82C21 PDF BibTeX XML Cite \textit{Q. Song}, Sci. China, Ser. A 51, No. 5, 973--986 (2008; Zbl 1146.60024) Full Text: DOI