Large deviations for multi-scale jump-diffusion processes
نویسندگان
چکیده
منابع مشابه
Large Deviations for Perturbed Reflected Diffusion Processes
In this article, we establish a large deviation principle for the solutions of perturbed reflected diffusion processes. The key is to prove a uniform Freidlin-Ventzell estimates of perturbed diffusion processes.
متن کاملQuenched large deviations for multiscale diffusion processes in random environments*
We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium is assumed to be stationary and ergodic. In the course of the proof we also prove related quenched ergodic theorems for controlled diffusion processes in ra...
متن کاملLarge deviations for two scale chemical kinetic processes
We formulate the large deviations for a class of two scale chemical kinetic processes motivated from biological applications. The result is successfully applied to treat a genetic switching model with positive feedbacks. The corresponding Hamiltonian is convex with respect to the momentum variable as a by-product of the large deviation theory. This property ensures its superiority in the rare e...
متن کاملLarge deviations for multi-scale Markovian switching systems with a small diffusion
This work develops asymptotic properties of randomly switching and time inhomogeneous dynamic systems under Brownian perturbation with a small diffusion. The switching process is modeled by a continuous-time Markov chain, which portraits discrete events that cannot be modeled by a diffusion process. In the model, there are two small parameters. One of them is ε associated with the generator of ...
متن کاملLarge Deviations for Supercritical Multi-type Branching Processes
Large deviation results are obtained for the normed limit of a supercritical multi-type branching process. Starting from a single individual of type i, let L[i] be the normed limit of the branching process, and let Z k [i] be the minimum possible population size at generation k. If Z k [i] is bounded in k (bounded minimum growth) then we show that P(L[i] ≤ x) = P(L[i] = 0) + xF ∗[i](x) + o(x) a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2017
ISSN: 0304-4149
DOI: 10.1016/j.spa.2016.07.016