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math.PR2021★ 3 cited
Some Large Deviations Asymptotics in Small Noise Filtering Problems
Anugu Sumith Reddy, Amarjit Budhiraja, Amit Apte
We consider nonlinear filters for diffusion processes when the observation and signal noises are small and of the same order. As the noise intensities approach zero, the nonlinear…
math.PR2021
Domains of attraction of invariant distributions of the infinite Atlas model
Sayan Banerjee, Amarjit Budhiraja
The infinite Atlas model describes a countable system of competing Brownian particles where the lowest particle gets a unit upward drift and the rest evolve as standard Brownian mo…