[HTML][HTML] On the exit behaviors of non-Gaussian stochastic dynamical systems based on large deviation theory
LI Yang, Z Feng, LIU Xianbin - 力学进展, 2022 - lxjz.cstam.org.cn
This paper introduces the basic ideas of large deviation theory and its applications in the
study of exit problems of non-Gaussian stochastic dynamical systems. According to different …
study of exit problems of non-Gaussian stochastic dynamical systems. According to different …
[HTML][HTML] 基于大偏差理论非高斯随机动力系统离出行为研究
李扬， 赵锋， 刘先斌 - 力学进展, 2022 - lxjz.cstam.org.cn
本文介绍了大偏差理论的基本思想及其在非高斯随机动力系统的离出问题研究中的应用.
依据不同的非高斯噪声类型, 本文分别评述了随机混合系统, 指数轻跳跃过程和$\alpha …
依据不同的非高斯噪声类型, 本文分别评述了随机混合系统, 指数轻跳跃过程和$\alpha …
Action functionals for stochastic differential equations with L\'evy noise
By using large deviation theory that deals with the decay of probabilities of rare events on an
exponential scale, we study the longtime behaviors and establish action functionals for …
exponential scale, we study the longtime behaviors and establish action functionals for …
The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
A de Oliveira Gomes, MA Högele - Stochastics and Dynamics, 2021 - World Scientific
We establish Freidlin–Wentzell results for a nonlinear ordinary differential equation starting
close to the stable state 0, say, subject to a perturbation by a stochastic integral which is …
close to the stable state 0, say, subject to a perturbation by a stochastic integral which is …
Large Deviations for SDE driven by Heavy-tailed L\'evy Processes
We obtain sample-path large deviations for a class of one-dimensional stochastic differential
equations with bounded drifts and heavy-tailed L\'evy processes. These heavy-tailed L\'evy …
equations with bounded drifts and heavy-tailed L\'evy processes. These heavy-tailed L\'evy …
[引用][C] Variational formulas for functionals of the Frac-tional Brownian Motion and applications to Large Deviations Principles
A de Oliveira Gomes, P Catuogno