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pro vyhledávání: '"Gomes, André de Oliveira"'
This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with accelerated jumps b
Externí odkaz:
http://arxiv.org/abs/2207.07081
This work studies a two-time-scale functional system given by two jump-diffusions under the scale separation by a small parameter $\varepsilon \rightarrow 0$. The coefficients of the equations that govern the dynamics of the system depend on the segm
Externí odkaz:
http://arxiv.org/abs/1909.10894
We establish Freidlin-Wentzell results for a nonlinear ordinary differential equation starting close to the stable state $0$, say, subject to a perturbation by a stochastic integral which is driven by an $\varepsilon$-small and $(1/\varepsilon)$-acce
Externí odkaz:
http://arxiv.org/abs/1904.02125
In this work, we find an equation that relates the Ricci curvature of a riemannian manifold $M$ and the second fundamental forms of two orthogonal foliations of complementary dimensions, $\mathcal{F}$ and $\mathcal{F}^{\bot}$, defined on $M$. Using t
Externí odkaz:
http://arxiv.org/abs/1711.05690
We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that converges to zero
Externí odkaz:
http://arxiv.org/abs/1205.3220
In this paper, we consider coupled forward-backward stochastic differential equations (FBSDEs in short) with parameter $\varepsilon >0$. We study the asymptotic behavior of its solutions and establish a large deviation principle for the corresponding
Externí odkaz:
http://arxiv.org/abs/1203.0862
Publikováno v:
Stochastics & Dynamics; Nov2023, Vol. 23 Issue 7, p1-39, 39p
Akademický článek
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Autor:
Gomes, André de Oliveira
Publikováno v:
Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP
Universidade de São Paulo (USP)
instacron:USP
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::6c21c1136959479921c76178c2551128
Akademický článek
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