Local large deviation principle for Wiener process with random resetting

Standard

Local large deviation principle for Wiener process with random resetting. / Logachov, A.; Logachova, O.; Yambartsev, A.

In: Stochastics and Dynamics, Vol. 20, No. 5, 2050032, 01.10.2020.

Research output: Contribution to journal › Article › peer-review

Harvard

Logachov, A, Logachova, O & Yambartsev, A 2020, 'Local large deviation principle for Wiener process with random resetting', Stochastics and Dynamics, vol. 20, no. 5, 2050032. https://doi.org/10.1142/S021949372050032X

APA

Logachov, A., Logachova, O., & Yambartsev, A. (2020). Local large deviation principle for Wiener process with random resetting. Stochastics and Dynamics, 20(5), [2050032]. https://doi.org/10.1142/S021949372050032X

Vancouver

Logachov A, Logachova O, Yambartsev A. Local large deviation principle for Wiener process with random resetting. Stochastics and Dynamics. 2020 Oct 1;20(5):2050032. doi: 10.1142/S021949372050032X

Author

Logachov, A. ; Logachova, O. ; Yambartsev, A. / Local large deviation principle for Wiener process with random resetting. In: Stochastics and Dynamics. 2020 ; Vol. 20, No. 5.

BibTeX

@article{b2cd8b72ef3d4e088395aa546a145b82,

title = "Local large deviation principle for Wiener process with random resetting",

abstract = "We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and in population dynamics. In this paper, we establish the local large deviation principle (LLDP) for the Wiener processes with random resettings, where the resettings occur at the arrival time of a Poisson process. Here, at each resetting time, a new resetting point is selected at random, according to a conditional distribution.",

keywords = "diffusive processes with resetting, local large deviation principle, Wiener process with resetting, DIFFERENTIAL-EQUATIONS, DEATH, TIME, BIRTH",

author = "A. Logachov and O. Logachova and A. Yambartsev",

year = "2020",

month = oct,

day = "1",

doi = "10.1142/S021949372050032X",

language = "English",

volume = "20",

journal = "Stochastics and Dynamics",

issn = "0219-4937",

publisher = "World Scientific Publishing Co. Pte Ltd",

number = "5",

}

RIS

TY - JOUR

T1 - Local large deviation principle for Wiener process with random resetting

AU - Logachov, A.

AU - Logachova, O.

AU - Yambartsev, A.

PY - 2020/10/1

Y1 - 2020/10/1

N2 - We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and in population dynamics. In this paper, we establish the local large deviation principle (LLDP) for the Wiener processes with random resettings, where the resettings occur at the arrival time of a Poisson process. Here, at each resetting time, a new resetting point is selected at random, according to a conditional distribution.

AB - We consider a class of Markov processes with resettings, where at random times, the Markov processes are restarted from a predetermined point or a region. These processes are frequently applied in physics, chemistry, biology, economics, and in population dynamics. In this paper, we establish the local large deviation principle (LLDP) for the Wiener processes with random resettings, where the resettings occur at the arrival time of a Poisson process. Here, at each resetting time, a new resetting point is selected at random, according to a conditional distribution.

KW - diffusive processes with resetting

KW - local large deviation principle

KW - Wiener process with resetting

KW - DIFFERENTIAL-EQUATIONS

KW - DEATH

KW - TIME

KW - BIRTH

UR - http://www.scopus.com/inward/record.url?scp=85076989170&partnerID=8YFLogxK

U2 - 10.1142/S021949372050032X

DO - 10.1142/S021949372050032X

M3 - Article

AN - SCOPUS:85076989170

VL - 20

JO - Stochastics and Dynamics

JF - Stochastics and Dynamics

SN - 0219-4937

IS - 5

M1 - 2050032

ER -

ID: 23003282