Large deviations for fractional Poisson processes

Large Deviations for General Markovian Hawkes Processes

Large Deviations for Heavy-Tailed Factor Models

Large deviations for Hilbert space valued Wiener processes: a sequence space approach

Large deviations for infinite dimensional stochastic dynamical systems

Large deviations for intersection local times in critical dimension

Large deviations for invariant measures of SPDEs with two reflecting walls

Large deviations for local time fractional Brownian motion and applications

Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes

Large deviations for many Brownian bridges with symmetrised initial-terminal condition

Large deviations for martingales with exponential condition

Large Deviations for Multi-valued Stochastic Differential Equations

Large deviations for multidimensional SDEs with reflection

Large Deviations for Multiscale Diffusions via Weak Convergence Methods

Large deviations for occupation times of Markov processes with $L_{\mathbf{2}}$ semigroups

Large Deviations for Partition Functions of Directed Polymers and Some Other Models in an IID Field

Large Deviations for Past-Dependent Recursions

Large deviations for point processes based on stationary sequences with heavy tails

Large Deviations for Processes in Random Environments with Jumps

Large deviations for processes with discontinuous statistics