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math.PR2015★ 1 cited
Hypoelliptic multiscale Langevin diffusions: Large deviations, invariant measures and small mass asymptotics
Wenqing Hu, Konstantinos Spiliopoulos
We consider a general class of non-gradient hypoelliptic Langevin diffusions and study two related questions. The first one is large deviations for hypoelliptic multiscale diffusio…
math.PR2015
Statistical Inference for Perturbed Multiscale Dynamical Systems
Siragan Gailus, Konstantinos Spiliopoulos
We study statistical inference for small-noise-perturbed multiscale dynamical systems. We prove consistency, asymptotic normality, and convergence of all scaled moments of an appro…