We establish a large deviations principle for stochastic delay equations driven by small multiplicative white noise. Both upper and lower large deviations estimates are obtained
Large deviations theory concerns with the study of precise asymptotics governing the decay rate of p...
We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear ...
In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regim...
We study two problems. First, we consider the large deviation behavior of empirical measures of cert...
supported by QMUL Research-IT and funded by EPSRC Grant No. EP/K000128/1.The theory of large deviati...
This article concerns the large deviations regime and the consequent solution of the Kramers problem...
A large deviation principle is established for a two-scale stochastic system in which the slow compo...
Large deviations principles characterize the exponential decay rates of the probabilities of rare ev...
The large deviations analysis of solutions to stochastic differential equations and related processe...
The large deviation principle in the small noise limit is derived for solutions of possibly degenera...
AbstractWe prove a large deviation principle result for solutions of abstract stochastic evolution e...
AbstractWe consider a family of stochastic differential equations with a drift depending on the past...
This paper proves three uniform large deviations results for a system of stochastic reaction--diffus...
International audienceUniform large deviations for the laws of the paths of the solutions of the sto...
In this dissertation, we study large deviations problems for stochastic dynamical systems. First, we...
Large deviations theory concerns with the study of precise asymptotics governing the decay rate of p...
We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear ...
In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regim...
We study two problems. First, we consider the large deviation behavior of empirical measures of cert...
supported by QMUL Research-IT and funded by EPSRC Grant No. EP/K000128/1.The theory of large deviati...
This article concerns the large deviations regime and the consequent solution of the Kramers problem...
A large deviation principle is established for a two-scale stochastic system in which the slow compo...
Large deviations principles characterize the exponential decay rates of the probabilities of rare ev...
The large deviations analysis of solutions to stochastic differential equations and related processe...
The large deviation principle in the small noise limit is derived for solutions of possibly degenera...
AbstractWe prove a large deviation principle result for solutions of abstract stochastic evolution e...
AbstractWe consider a family of stochastic differential equations with a drift depending on the past...
This paper proves three uniform large deviations results for a system of stochastic reaction--diffus...
International audienceUniform large deviations for the laws of the paths of the solutions of the sto...
In this dissertation, we study large deviations problems for stochastic dynamical systems. First, we...
Large deviations theory concerns with the study of precise asymptotics governing the decay rate of p...
We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear ...
In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regim...
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