Related papers: Large deviations principle for the cubic NLS equat…
We consider a non-stationary Cox-Ingersoll-Ross process. We establish a sharp large deviation principle for the maximum likelihood estimator of its drift parameter.
In this paper, we study the large deviation principle (LDP) for obstacle problems governed by a T-monotone operator and small multiplicative stochastic reaction. Our approach relies on a combination of new sufficient condition to prove LDP…
We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to…
We consider the initial value problem for a system of cubic nonlinear Schr\"odinger equations with different masses in one space dimension. Under a suitable structural condition on the nonlinearity, we will show that the small amplitude…
The aim of this paper is to improve the large deviation principle for the number of descents in a random permutation by establishing a sharp large deviation principle of any order. We shall also prove a sharp large deviation principle of…
We compute a closed-form expression for the moment generating function $\hat{f}(x;\lambda,\alpha)=\frac{1}{\lambda}\mathbb{E}_x(e^{\alpha L_{\tau}})$, where $L_t$ is the local time at zero for standard Brownian motion with reflecting…
Using the hyper-exponential recurrence criterion, a large deviation principle for the occupation measure is derived for a class of non-linear monotone stochastic partial differential equations. The main results are applied to many concrete…
In contrast to the study of Langevin equations in a homogeneous environment in the literature, the study on Langevin equations in randomly-varying environments is relatively scarce. Almost all the existing works require random environments…
We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…
In rough stochastic PDE theory of Hairer type, rough path lifts with respect to the space variable of two-parameter continuous Gaussian processes play a main role. A prominent example of such processes is the solution of the stochastic heat…
We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…
In this paper, we propose and analyze an adaptive time-stepping fully discrete scheme which possesses the optimal strong convergence order for the stochastic nonlinear Schr\"odinger equation with multiplicative noise. Based on the splitting…
In this paper, we consider a 3d cubic focusing nonlinear Schr\"odinger equation (NLS) with slowing decaying potentials. Adopting the variational method of Ibrahim-Masmoudi-Nakanishi \cite{IMN}, we obtain a condition for scattering. It is…
In this paper, we establish a large deviation principle for the stochastic generalized Ginzburg-Landau equation driven by jump noise. The main difficulties come from the highly non-linear coefficient. Here we adopt a new sufficient…
In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space-distribution dependent Zakai equation by a…
We consider nonlinear Schr\"{o}dinger equation with strong magnetic fields in 3D. This model was derived by R L. Frank, F. M\'{e}hats, C. Sparber in 2017. We prove modified scattering for small initial data and the existence of modified…
We investigate large deviations for a family of conservative stochastic PDEs (conservation laws) in the asymptotic of jointly vanishing noise and viscosity. We obtain a first large deviations principle in a space of Young measures. The…
We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…
The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior --…
Complex solutions to squared Bessel SDEs appear naturally in relation to Schramm-Loewner evolutions. We prove a large deviation principle for such solutions as the dimension parameter tends to $-\infty$.