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On the large deviations theorem and ergodicity
Communications in Nonlinear Science and Numerical Simulation, 2016Xinxing Wu, Chen Guanrong
exaly
Default Clustering in Large Pools: Large Deviations
SIAM Journal on Financial Mathematics, 2015Konstantinos Spiliopoulos +1 more
exaly
Large Deviations and Universality in Quantum Quenches
Physical Review Letters, 2012Andrea Gambassi, Alessandro Silva
exaly
Large deviations from the mckean-vlasov limit for weakly interacting diffusions
Stochastics, 1987exaly