Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems

Citations

Cited by:

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3. Comte, Fabienne & Prieur, Clémentine & Samson, Adeline, 2017. "Adaptive estimation for stochastic damping Hamiltonian systems under partial observation," Stochastic Processes and their Applications, Elsevier, vol. 127(11), pages 3689-3718.
4. Pilipovic, Predrag & Samson, Adeline & Ditlevsen, Susanne, 2025. "Strang splitting for parametric inference in second-order stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 187(C).
5. P. Cattiaux & José R. León & C. Prieur, 2015. "Recursive estimation for stochastic damping hamiltonian systems," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(3), pages 401-424, September.
6. Liming Wu, 2009. "A Φ-Entropy Contraction Inequality for Gaussian Vectors," Journal of Theoretical Probability, Springer, vol. 22(4), pages 983-991, December.
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9. Xi, Fubao, 2009. "Asymptotic properties of jump-diffusion processes with state-dependent switching," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2198-2221, July.
10. Zhang, Xicheng, 2010. "Stochastic flows and Bismut formulas for stochastic Hamiltonian systems," Stochastic Processes and their Applications, Elsevier, vol. 120(10), pages 1929-1949, September.
11. Ankit Kumar & Manil T. Mohan, 2023. "Large Deviation Principle for Occupation Measures of Stochastic Generalized Burgers–Huxley Equation," Journal of Theoretical Probability, Springer, vol. 36(1), pages 661-709, March.
12. Guillin, A. & Liptser, R., 2005. "MDP for integral functionals of fast and slow processes with averaging," Stochastic Processes and their Applications, Elsevier, vol. 115(7), pages 1187-1207, July.
13. Xi, Fubao & Yin, George, 2013. "The strong Feller property of switching jump-diffusion processes," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 761-767.
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15. Bao, Jianhai & Wang, Jian, 2022. "Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises," Stochastic Processes and their Applications, Elsevier, vol. 146(C), pages 114-142.
16. Hu, Shulan & Wu, Liming, 2011. "Large deviations for random dynamical systems and applications to hidden Markov models," Stochastic Processes and their Applications, Elsevier, vol. 121(1), pages 61-90, January.
17. Susanne Ditlevsen & Adeline Samson, 2019. "Hypoelliptic diffusions: filtering and inference from complete and partial observations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 81(2), pages 361-384, April.
18. Xi, Fubao & Yin, G., 2010. "Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1378-1389, July.
19. Xie, Longjie & Yang, Li, 2022. "The Smoluchowski–Kramers limits of stochastic differential equations with irregular coefficients," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 91-115.
20. Song, Renming & Xie, Longjie, 2020. "Well-posedness and long time behavior of singular Langevin stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 130(4), pages 1879-1896.
21. Hu, Shulan & Wang, Ran, 2020. "Asymptotics of stochastic Burgers equation with jumps," Statistics & Probability Letters, Elsevier, vol. 162(C).
22. Hiroki Masuda & Lorenzo Mercuri & Yuma Uehara, 2024. "Student t-L\'evy regression model in YUIMA," Papers 2403.12078, arXiv.org.
23. Wang, Ran & Xu, Lihu, 2018. "Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 128(5), pages 1772-1796.
24. Guillin, Arnaud, 2001. "Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging," Stochastic Processes and their Applications, Elsevier, vol. 92(2), pages 287-313, April.
25. Kontoyiannis, I. & Meyn, S.P., 2017. "Approximating a diffusion by a finite-state hidden Markov model," Stochastic Processes and their Applications, Elsevier, vol. 127(8), pages 2482-2507.
26. Kulik, Alexey M., 2011. "Asymptotic and spectral properties of exponentially [phi]-ergodic Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 121(5), pages 1044-1075, May.
27. Bao, Jianhai & Fang, Rongjuan & Wang, Jian, 2024. "Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials," Stochastic Processes and their Applications, Elsevier, vol. 172(C).
28. Cattiaux, Patrick & León, José R. & Prieur, Clémentine, 2014. "Estimation for stochastic damping hamiltonian systems under partial observation—I. Invariant density," Stochastic Processes and their Applications, Elsevier, vol. 124(3), pages 1236-1260.