Small perturbation of diffusions in inhomogeneous media

We consider boundary value problems for differential equations of second order containing a brownian motion (random perturbation) and a small parameter.. For this case we prove

We address this question by establishing consistency of the Hill estimator for a large class of scale-free inhomogeneous random graphs.. We believe that such consistency results

Small random perturbations of infinite dimensional dynamical systems and nucleation theory.. Annales

In this paper we obtain a Large Deviation Principle for the occupation measure of the solution to a stochastic Burgers equation which describes the exact rate of

A large deviation principle for enhanced (fractional) Brownian motion, in Hölder- or modulus topology, appears as special case.. © 2007 Elsevier

In section 2, we shall discuss the case of ordinary differential equations; although the results about non explosion and uniqueness are not new, but our method can also be used to

suffisantes sur les taux de transition de deux syst`emes qui garantissent que sur chaque site le nombre de particules d’un syst`eme est toujours plus grand que le nombre de

In the non-memory case, the invariant distribution is explicit and the so-called Laplace method shows that a Large Deviation Principle (LDP) holds with an explicit rate function,