8 citations · 23 across the 13 of their papers we have counts for
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math.PR2014★ 1 cited
Large deviations for multidimensional state-dependent shot noise processes
Amarjit Budhiraja, Pierre Nyquist
Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sc…
math.AP2014★ 7 cited
Min-max representations of viscosity solutions of Hamilton-Jacobi equations and applications in rare-event simulation
Boualem Djehiche, Henrik Hult, Pierre Nyquist
In this paper a duality relation between the Mañé potential and Mather's action functional is derived in the context of convex and state-dependent Hamiltonians. The duality relatio…