The local principle of large deviations for solutions of Ito stochastic equations with quick drift
Saved in:
| Date: | 2015 |
|---|---|
| Main Author: | A. V. Logachjov |
| Format: | Article |
| Language: | English |
| Published: |
2015
|
| Series: | Ukrainian Mathematical Bulletin |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000743970 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Institution
Library portal of National Academy of Sciences of Ukraine | LibNASSimilar Items
On time inhomogeneous stochastic Itô equations with drift in $L_{d+1}$
by: Krylov, N. V. , et al.
Published: (2020)
by: Krylov, N. V. , et al.
Published: (2020)
The functional law of iterated logarithm for Ito stochastic integrals
by: A. V. Logachjov
Published: (2014)
by: A. V. Logachjov
Published: (2014)
Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space
by: Krenevych, A.
Published: (2007)
by: Krenevych, A.
Published: (2007)
Small deviations of solutions of stochastic differential equations in tube domains
by: Gasanenko, V. A., et al.
Published: (1997)
by: Gasanenko, V. A., et al.
Published: (1997)
Stability with probability I for solutions of linear stochastic differential-difference Ito’s equations
by: Zelentsovsky , A. L., et al.
Published: (2025)
by: Zelentsovsky , A. L., et al.
Published: (2025)
Asymptotic equivalence of solutions of linear Itô stochastic systems
by: Krenevych, A. P., et al.
Published: (2006)
by: Krenevych, A. P., et al.
Published: (2006)
Large deviation principle for processes with Poisson noise term
by: A. Logachov
Published: (2012)
by: A. Logachov
Published: (2012)
Qualitative Analysis of Systems of Itô Stochastic Differential Equations
by: Kulinich, G. L., et al.
Published: (2000)
by: Kulinich, G. L., et al.
Published: (2000)
On the solution of a one-dimensional stochastic differential equation with singular drift coefficient
by: Kulik, A. M., et al.
Published: (2004)
by: Kulik, A. M., et al.
Published: (2004)
Large deviations principle for finite system of heavy diffusion particles
by: V. V. Konarovskyi
Published: (2014)
by: V. V. Konarovskyi
Published: (2014)
Large deviation principle for one-dimensional SDEs with discontinuous coefficients
by: D. D. Sobolieva
Published: (2012)
by: D. D. Sobolieva
Published: (2012)
On Invariant Tori of Itô Stochastic Systems
by: Samoilenko, A. M., et al.
Published: (2002)
by: Samoilenko, A. M., et al.
Published: (2002)
On time inhomogeneous stochastic Itф equations with drift in Ld+1
by: N. V. Krylov
Published: (2020)
by: N. V. Krylov
Published: (2020)
On existence and stabization of the strong solution of the autonomous stochastic partial differential Ito–Skorokhod equation with random parameters
by: V. K. Yasynskyy, et al.
Published: (2018)
by: V. K. Yasynskyy, et al.
Published: (2018)
Stability after the first approaching of solutions of Ito-Schorohod's stochastic differential equations in Hilbert spaces
by: A. V. Nikitin, et al.
Published: (2013)
by: A. V. Nikitin, et al.
Published: (2013)
On the large-deviation principle for the winding angle of a Brownian trajectory around the origin
by: V. A. Kuznetsov
Published: (2015)
by: V. A. Kuznetsov
Published: (2015)
On the stochastic stability of nonlinear systems with Ito zahayuvannyamy
by: A. M. Kalyniuk, et al.
Published: (2014)
by: A. M. Kalyniuk, et al.
Published: (2014)
Exponential Dichotomy and Mean Square Bounded Solutions of Linear Stochastic Ito Systems
by: Stanzhitskyi, O.M.
Published: (2001)
by: Stanzhitskyi, O.M.
Published: (2001)
On large deviations of empirical estimates in a stochastic programming problem with nonstationary observations and continuous time
by: P. S. Knopov, et al.
Published: (2019)
by: P. S. Knopov, et al.
Published: (2019)
The Cauchy problem for a stochastic parabolic equation with a deviation of the argument
by: H. M. Perun, et al.
Published: (2022)
by: H. M. Perun, et al.
Published: (2022)
Large deviation probabilities for UH-statistics
by: Borovskikh, Yu. V., et al.
Published: (1994)
by: Borovskikh, Yu. V., et al.
Published: (1994)
Stochastic differential equations for eigenvalues and eigenvectors of a G-Wishart process with drift
by: S. Meradji, et al.
Published: (2019)
by: S. Meradji, et al.
Published: (2019)
Stochastic differential equations for eigenvalues
and eigenvectors of a $G$-Wishart process with drift
by: Boutabia, H., et al.
Published: (2019)
by: Boutabia, H., et al.
Published: (2019)
Stochastic differential equations for eigenvalues and
eigenvectors of a G−Wishart process with drift
by: Hacène Boutabia,, et al.
Published: (2023)
by: Hacène Boutabia,, et al.
Published: (2023)
Properties of large deviations of empirical estimates in a stochastic optimization problem for a homogeneous random field
by: P. S. Knopov, et al.
Published: (2020)
by: P. S. Knopov, et al.
Published: (2020)
The existence of Lyapunov–Krasovskii functionals for stochastic differential-functional Ito–Skorokhod equations under the condition of the solutions stability on probability with finite aftereffect
by: I. V. Jurchenko, et al.
Published: (2018)
by: I. V. Jurchenko, et al.
Published: (2018)
Behavior of solutions of differential equations with deviating argument
by: Hormozi, M.
Published: (2012)
by: Hormozi, M.
Published: (2012)
On large deviations in estimation problem with dependent observations
by: Knopov, P.S., et al.
Published: (2005)
by: Knopov, P.S., et al.
Published: (2005)
Large deviations in the problem of distinguishing the counting processes
by: Lin'kov, Yu. N., et al.
Published: (1993)
by: Lin'kov, Yu. N., et al.
Published: (1993)
On the Existence of Local Smooth Solutions of Systems of Nonlinear Functional Equations with Deviations Dependent on Unknown Functions
by: Pelyukh, G. P., et al.
Published: (2001)
by: Pelyukh, G. P., et al.
Published: (2001)
Weak invariance principle for solutions of stochastic recurrence equations in a banach space
by: Koval, V. A., et al.
Published: (1995)
by: Koval, V. A., et al.
Published: (1995)
On large deviations of empirical estimates in a stochastic programming problem for a homogeneous random field with a discrete parameter
by: P. S. Knopov, et al.
Published: (2021)
by: P. S. Knopov, et al.
Published: (2021)
Investigation of Invariant Sets of Itô Stochastic Systems with the Use of Lyapunov Functions
by: Stanzhitskii, A. N., et al.
Published: (2001)
by: Stanzhitskii, A. N., et al.
Published: (2001)
Investigation of Exponential Dichotomy of Itô Stochastic Systems by Using Quadratic Forms
by: Stanzhitskii, A. N., et al.
Published: (2001)
by: Stanzhitskii, A. N., et al.
Published: (2001)
Large scale instabilities in the electromagnetic drift wave turbulence and transport
by: Smolyakov, A.I., et al.
Published: (2002)
by: Smolyakov, A.I., et al.
Published: (2002)
Anscombe-type theorem and moderate deviations for trajectories of a compound renewal process
by: A. V. Logachjov, et al.
Published: (2017)
by: A. V. Logachjov, et al.
Published: (2017)
Asymptotic formulas for probabilities of large deviations of ladder heights
by: Nagaev, S.V.
Published: (2008)
by: Nagaev, S.V.
Published: (2008)
Limit theorems for conditional distributions with regard for large deviations
by: Zaigraev, A. Yu., et al.
Published: (1999)
by: Zaigraev, A. Yu., et al.
Published: (1999)
Optimal control in diffusion stochastic nonlinear functional-differential Ito equations with Markov parameters and external markovian switching
by: V. K. Jasinskij, et al.
Published: (2016)
by: V. K. Jasinskij, et al.
Published: (2016)
Large deviations for impulsive processes in the scheme of Poisson approximation
by: Samoilenko, I. V., et al.
Published: (2012)
by: Samoilenko, I. V., et al.
Published: (2012)
Similar Items
-
On time inhomogeneous stochastic Itô equations with drift in $L_{d+1}$
by: Krylov, N. V. , et al.
Published: (2020) -
The functional law of iterated logarithm for Ito stochastic integrals
by: A. V. Logachjov
Published: (2014) -
Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space
by: Krenevych, A.
Published: (2007) -
Small deviations of solutions of stochastic differential equations in tube domains
by: Gasanenko, V. A., et al.
Published: (1997) -
Stability with probability I for solutions of linear stochastic differential-difference Ito’s equations
by: Zelentsovsky , A. L., et al.
Published: (2025)