首页> 美国政府科技报告 >Moderate Deviation Principles for Stochastic Differential Equations with Jumps.

【24h】

Moderate Deviation Principles for Stochastic Differential Equations with Jumps.

机译：具有跳跃的随机微分方程的中偏差原理。

获取原文

页面导航

摘要
著录项
引文网络
相似文献
相关主题

摘要

Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a variational representation for expected values of positive functionals of a PRM.

著录项

作者
Budhiraja, A.; Dupuis, P.; Ganguly, A.;
展开▼
作者单位

展开▼
年度 2014
页码 1-55
总页数 55
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Partial differential equations; Stochastic processes; Brownian motion; Coefficients; Fluid dynamics; Gaussian noise; Markov processes; Mathematical models; Poisson density functions; Probability; Random variables; Statistical analysis; Moderate deviations; Large deviations; Prm(poisson random measures); Stochastic partial differential equations; Pe611102a;

机译：偏微分方程;随机过程;布朗运动;系数;流体动力学;高斯噪声;马尔可夫过程;数学模型;泊松密度函数;概率;随机变量;统计分析;中等偏差;大偏差; prm（泊松随机测量）;随机偏微分方程; pe611102a;

相似文献

外文文献
中文文献
专利

1. MODERATE DEVIATION PRINCIPLES FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS [J] . Budhiraja Amarjit, Dupuis Paul, Ganguly Arnab The Annals of Probability: An Official Journal of the Institute of Mathematical Statistics . 2016,第3期

机译：带跳的随机微分方程的中度偏差原理
2. Moderate deviation principle for multivalued stochastic differential equations [J] . Stochastics and dynamics . 2020,第3期

机译：多增速随机微分方程的中等偏差原理
3. MODERATE DEVIATION PRINCIPLE FOR A CLASS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS [J] . Fatheddin Parisa, Xiong Jie Journal of Applied Probability . 2016,第1期

机译：一类随机偏微分方程的中度偏差原理
4. Large Deviations for Stochastic Fractional Differential Equations [C] . Murugan Suvinthra Conference on non-integer order calculus and its applications . 2016

机译：随机分数阶微分方程的大偏差
5. Large deviations results for some stochastic partial differential equations. [D] . Vilarrubi, Roberto. 1994

机译：某些随机偏微分方程的偏差较大。
6. Large deviation principle for the mean reflected stochastic differential equation with jumps [O] . Yumeng Li -1

机译：跳跃平均反射随机微分方程的大偏差原理
7. 4 Moderate Deviation Principles for Stochastic Differential Equations with Jumps [O] . 2014

机译：具有跳跃的随机微分方程的4个中偏差原理

Moderate Deviation Principles for Stochastic Differential Equations with Jumps.

摘要

著录项

引文网络

相似文献

相关主题

期刊订阅