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Large deviations principle for stochastic processes

Abstract

The project originated from our joint work on the large deviations for the famous birth-death processes. Some generalizations of the obtained results is one of the goals of this project. We also want to understand how the form of the rate function changes depending on an asymptotic behavior of intensities of the process. Recent works and discussions about large deviations for Markov processes lead us to an ideia to include and develop in the project an alternative, to the Feng & Kurtz large deviation program, and more simple way of proving the large deviations for Markov processes and functionals of them. (AU)

Scientific publications
(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)
LOGACHOV, A.; LOGACHOVA, O.; YAMBARTSEV, A. Local large deviation principle for Wiener process with random resetting. Stochastics and Dynamics, v. 20, n. 5 OCT 2020. Web of Science Citations: 0.
LOGACHOV, A.; LOGACHOVA, O.; YAMBARTSEV, A. Large deviations in a population dynamics with catastrophes. Statistics & Probability Letters, v. 149, p. 29-37, JUN 2019. Web of Science Citations: 0.

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