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20192025
most citedAn Optimal Control Method to Compute the Most Likely Transition Path for Stochastic Dynamical Systems with Jumps

11 citations · 28 across the 10 of their papers we have counts for

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math.PR2021

Large Deviations for SDE driven by Heavy-tailed Lévy Processes

Wei Wei, Qiao Huang, Jinqiao Duan

We obtain sample-path large deviations for a class of one-dimensional stochastic differential equations with bounded drifts and heavy-tailed Lévy processes. These heavy-tailed Lévy…

math.PR2019

Rolling with Random Slipping and Twisting: A Large Deviation Point of View

Qiao Huang, Wei Wei, Jinqiao Duan

We study a rolling model from the perspective of probability. More precisely, we consider a Riemannian manifold rolling against Euclidean space, where the rolling is coupled with r…

math.PR2019

Large Deviations for Stochastic Differential Equations Driven by Semimartingales

Qiao Huang, Wei Wei, Jinqiao Duan

We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of dr…