We consider a generic diffusion on the ID torus and give a simple representation formula for the large deviation rate functional of its invariant probability measure, in the limit of vanishing noise. Previously, this rate functional had been characterized by M. I. Freidlin and A. D. Wentzell as solution of a rather complex optimization problem. We discuss this last problem in full generality and show that it leads to our formula. We express the rate functional by means of a geometric transformation that, with a Maxwell-like construction, creates flat regions. We then consider piecewise deterministic Markov processes on the ID torus and show that the corresponding large deviation rate functional for the stationary distribution is obtained by...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
The comparison principle (uniqueness) for the Hamilton-Jacobi equation is usually established throug...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...
AbstractWe shall establish large deviations for the pinned motions of a periodic diffusion process o...
We prove a large deviation principle for a stationary Gaussian process over Rb,indexed by Ζd (for so...
International audienceWe consider large deviations of the empirical measure of diffusion processes. ...
International audienceIn this paper, we consider a class of diffusion processes based on a memory gr...
This master thesis is concerned with Large Deviation Theory in combination with Lagrangian and Hamil...
2014-07-24We study large deviations (LD) rates in a Gaussian setting and their representation in ter...
AbstractGaussian White Noise, super-Brownian motion and the diffusion-limit Fleming–Viot process are...
A large deviations principle is established for the joint law of the empirical measure and the flow ...
The object of study is homogenization and large deviations for various stochastic models. We start b...
This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for t...
The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The ...
We generalize classical large deviation theorems to the setting of complete, smooth Riemannian manif...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
The comparison principle (uniqueness) for the Hamilton-Jacobi equation is usually established throug...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...
AbstractWe shall establish large deviations for the pinned motions of a periodic diffusion process o...
We prove a large deviation principle for a stationary Gaussian process over Rb,indexed by Ζd (for so...
International audienceWe consider large deviations of the empirical measure of diffusion processes. ...
International audienceIn this paper, we consider a class of diffusion processes based on a memory gr...
This master thesis is concerned with Large Deviation Theory in combination with Lagrangian and Hamil...
2014-07-24We study large deviations (LD) rates in a Gaussian setting and their representation in ter...
AbstractGaussian White Noise, super-Brownian motion and the diffusion-limit Fleming–Viot process are...
A large deviations principle is established for the joint law of the empirical measure and the flow ...
The object of study is homogenization and large deviations for various stochastic models. We start b...
This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for t...
The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The ...
We generalize classical large deviation theorems to the setting of complete, smooth Riemannian manif...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
The comparison principle (uniqueness) for the Hamilton-Jacobi equation is usually established throug...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...