The purpose of this paper is to present a general result on the composition of large deviation principles (Theorem 2.2) and to apply this theorem to obtain large deviations estimates for solutions of anticipating stochastic differential equations
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...
Preprint enviat per a la seva publicació en una revista científica: Stochastic Analysis. Liber Amico...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochas...
AbstractA large deviation principle is established for stochastic differential equation systems with...
A large deviation principle is established for stochastic differential equation systems with slow an...
We will examine the theory of large deviations through three concrete examples. We will work them ou...
We study the large deviation principle for stochastic processes of the form $\{\sum_{k=1}^{\infty}x_...
Abstract. We study the large deviation principle for stochastic processes of the form {∑∞k=1 xk(t)ξk...
We study the large deviation principle for stochastic processes of the form $\{\sum_{k=1}^{\infty}x_...
Abstract. We study the large deviation principle for stochastic processes of the form {∑∞k=1 xk(t)ξk...
The large deviation principle in the small noise limit is derived for solutions of possibly degenera...
Konarovskyi V. Large deviations principle for finite system of heavy diffusion particles. Theory of ...
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...
Preprint enviat per a la seva publicació en una revista científica: Stochastic Analysis. Liber Amico...
We discuss the large deviation principle of stochastic processes as random elements of l∞(T). We sho...
This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochas...
AbstractA large deviation principle is established for stochastic differential equation systems with...
A large deviation principle is established for stochastic differential equation systems with slow an...
We will examine the theory of large deviations through three concrete examples. We will work them ou...
We study the large deviation principle for stochastic processes of the form $\{\sum_{k=1}^{\infty}x_...
Abstract. We study the large deviation principle for stochastic processes of the form {∑∞k=1 xk(t)ξk...
We study the large deviation principle for stochastic processes of the form $\{\sum_{k=1}^{\infty}x_...
Abstract. We study the large deviation principle for stochastic processes of the form {∑∞k=1 xk(t)ξk...
The large deviation principle in the small noise limit is derived for solutions of possibly degenera...
Konarovskyi V. Large deviations principle for finite system of heavy diffusion particles. Theory of ...
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...