47 citations · 88 across the 6 of their papers we have counts for
Showing 2010Show all
3 papers · 1 filter
math.PR2010
Large Deviations Principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
Magdalena Kobylanski
We establish a Large Deviations Principle for stochastic processes with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value funct…
math.PR2010★ 2 cited
The Logarithmic Sobolev Constant of The Lamplighter
Evgeny Abakumov, Anne Beaulieu, François Blanchard +17
We give estimates on the logarithmic Sobolev constant of some finite lamplighter graphs in terms of the spectral gap of the underlying base. Also, we give examples of application.
math.PR2010
Optimal stopping in a general framework
Magdalena Kobylanski, Marie-Claire Quenez
We study the optimal stopping time problem , for any stopping time , where the reward is given by a family $(ϕ(θ),θ\in\mathc…