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A small time large deviation principle for stochastic differential delay equations
Applied Mathematics Letters, 2023Juan Yang, Jianliang Zhai
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Large deviation principle for stochastic Burgers type equation with reflection
Communications on Pure and Applied Analysis, 2022Jianliang Zhai
exaly
The Discounted Large Deviation Principle for Autoregressive Processes
Communications in Statistics - Theory and Methods, 2011Yu Miao
exaly
Maximum Entropy Principle with General Deviation Measures
Mathematics of Operations Research, 2009Michael Zabarankin +2 more
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The large deviation principle for a compound Poisson process
Siberian Advances in Mathematics, 2017A A Mogul'Skii
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Large deviation principle for random variables under sublinear expectations on Rd
Journal of Mathematical Analysis and Applications, 2020exaly