A variational formula for positive functionals of a Poisson random measure and Brownian motion is proved. The formula is based on the relative entropy representation for exponential integrals, and can be used to prove large deviation type estimates. A general large deviation result is proved, and illustrated with an example
A large deviation principle is established for a two-scale stochastic system in which the slow compo...
We construct a stochastic model showing the relationship between noise, gradient flows and rate-inde...
Motivated by the time behavior of the functional arising in the variational approach to the KPZ equa...
A variational formula for positive functionals of a Poisson random measure and Brownian motion is pr...
A variational formula for positive functionals of a Poisson random measure and Brownian motion is pr...
Moderate deviation principles for stochastic differential equations driven by a Poisson random measu...
Stochastic partial differential equations driven by Poisson random measures (PRMs) have been propose...
AbstractStochastic partial differential equations driven by Poisson random measures (PRMs) have been...
The large deviations analysis of solutions to stochastic differential equations and related processe...
In this dissertation, we study large deviations problems for stochastic dynamical systems. First, we...
AbstractWe study the large deviations and the central limit theorem for the occupation time function...
We describe a simple form of importance sampling designed to bound and compute large-deviation rate ...
AbstractGaussian White Noise, super-Brownian motion and the diffusion-limit Fleming–Viot process are...
This book presents broadly applicable methods for the large deviation and moderate deviation analysi...
In this thesis, we study the statistical properties of non-linear transforms of Markov processes.The...
A large deviation principle is established for a two-scale stochastic system in which the slow compo...
We construct a stochastic model showing the relationship between noise, gradient flows and rate-inde...
Motivated by the time behavior of the functional arising in the variational approach to the KPZ equa...
A variational formula for positive functionals of a Poisson random measure and Brownian motion is pr...
A variational formula for positive functionals of a Poisson random measure and Brownian motion is pr...
Moderate deviation principles for stochastic differential equations driven by a Poisson random measu...
Stochastic partial differential equations driven by Poisson random measures (PRMs) have been propose...
AbstractStochastic partial differential equations driven by Poisson random measures (PRMs) have been...
The large deviations analysis of solutions to stochastic differential equations and related processe...
In this dissertation, we study large deviations problems for stochastic dynamical systems. First, we...
AbstractWe study the large deviations and the central limit theorem for the occupation time function...
We describe a simple form of importance sampling designed to bound and compute large-deviation rate ...
AbstractGaussian White Noise, super-Brownian motion and the diffusion-limit Fleming–Viot process are...
This book presents broadly applicable methods for the large deviation and moderate deviation analysi...
In this thesis, we study the statistical properties of non-linear transforms of Markov processes.The...
A large deviation principle is established for a two-scale stochastic system in which the slow compo...
We construct a stochastic model showing the relationship between noise, gradient flows and rate-inde...
Motivated by the time behavior of the functional arising in the variational approach to the KPZ equa...
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