{"entities":{"Q2738893":{"pageid":2749632,"ns":120,"title":"Item:Q2738893","lastrevid":47668021,"modified":"2026-01-02T09:27:44Z","type":"item","id":"Q2738893","labels":{"en":{"language":"en","value":"Moderate deviations in the averaging principle of a SDE with small diffusion in a random environment"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1643175"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2738893$FBF96371-48EF-457B-B1AB-36BF226D320B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4bd13be97939d0478cd34ed550700e7caadd89b1","datavalue":{"value":"0986.60018","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2738893$1DACBC0E-D2B4-4D83-B6C8-49AAE76DF031","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"844f06b2e2e52cbd22227085cdf8ea9821aad4d8","datavalue":{"value":"10.1016/S0764-4442(01)01908-5","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2738893$E17398AA-6DE5-4227-8038-B11F5FA2DD21","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"03d0effb8a5d93357dd2ce4070e84bb7ae791ea8","datavalue":{"value":{"entity-type":"item","numeric-id":180866,"id":"Q180866"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2738893$3A3F479A-4C5D-4C99-90BA-0AB8EEAA315A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3789da17b18c0cc86b709d1f4fa4f1591c2052a8","datavalue":{"value":{"time":"+2002-05-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2738893$5D4A083C-0AED-42FC-AB3D-D477084F6B39","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2738893$FFF361E1-47FB-44D5-A54F-2EEACFF81247","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2738893$56FB303D-A0CD-4098-9BA4-7BE66E5856C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"aa3a4d2e07560ddfc3ae4ef72fd5a725dceb84df","datavalue":{"value":"60K37","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2738893$4315A81A-CC1D-4104-9758-9686BF734789","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"86c8d271a930c5768dbe14e9dacac7ad1f729b17","datavalue":{"value":"1643175","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2738893$735E8A23-98E0-41F4-9C52-18CA3CBE0D39","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"aaac31e1a055876bd846db544f39f172c28dc2ae","datavalue":{"value":"stochastic differential equation with small diffusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q2738893$74C8B75C-35FE-404D-85D3-CB6B17153C24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"319b0b206691a3c048544ac91b888bd6c472d0e2","datavalue":{"value":"random environment","type":"string"},"datatype":"string"},"type":"statement","id":"Q2738893$3DABA78D-5372-452A-A30F-EDD716F944B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"83c0b73322a12c948e213c75a649ec6cd6b89344","datavalue":{"value":"moderate deviations principle","type":"string"},"datatype":"string"},"type":"statement","id":"Q2738893$2AFA7A47-4D84-4A1B-B8EA-0C66EACD4E90","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2738893$FE40B6EC-31D7-4C83-A331-FF4931718D49","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"bf1897382cf21c64de7fc804c5c9c60eb16d8227","datavalue":{"value":"https://doi.org/10.1016/s0764-4442(01)01908-5","type":"string"},"datatype":"url"},"type":"statement","id":"Q2738893$CF9CAEC0-BED1-4EF7-84BA-5078918F0E46","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"5ef6684a2e8a60673cb0ea4505fed88b90f9b63a","datavalue":{"value":"W2084600952","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2738893$698F5546-D857-4DF5-B5DB-970EFEC53F5D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ea8c9f0486ab9ecaa85ecef24742f347e2603c6b","datavalue":{"value":{"text":"Moderate deviations in the averaging principle of a SDE with small diffusion in a random environment","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2738893$4B6059D2-9BF9-4A0C-8696-19BD76AA1332","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"784dddcb21c0c16cef72e3635cdb449a46407e47","datavalue":{"value":{"entity-type":"item","numeric-id":6483305,"id":"Q6483305"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2738893$7FD344C5-0761-46BD-8F84-282585BCB287","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"108e5aa191338456653934304b4493fcb820871c","datavalue":{"value":"Consider an SDE in \\({\\mathbb R}^d\\): NEWLINE\\[NEWLINEdX^\\varepsilon_t=b(X^\\varepsilon_t,\\xi_{t/\\varepsilon}) dt +\\sqrt{\\varepsilon}a(X^\\varepsilon_t,\\xi_{t/\\varepsilon}) dW_t, \\quad X_0^\\varepsilon=x_0, \\qquad t\\in[0,1],NEWLINE\\]NEWLINE where \\(\\xi\\) is a Markov process (``random environment'') independent of the Wiener process \\(W\\). Let \\(\\bar{b}(x)=\\int b(x,z)\\pi(dz)\\), where \\(\\pi\\) is an invariant distribution for \\(\\xi\\), and let \\(\\bar x\\) be the solution of the deterministic system \\(\\dot{x}_t={\\bar b}({\\bar x}_t)\\), \\({\\bar x}_0=x\\). An asymptotic behaviour, as \\(\\varepsilon\\searrow 0\\), of the process \\(\\eta_t^\\varepsilon={X_t^\\varepsilon-{\\bar x}_t\\over \\sqrt{\\varepsilon}h(\\varepsilon)}\\) in the space \\(C_0([0,1],{\\mathbb R}^d)\\) is investigated. Under some ergodicity assumptions on \\(\\xi\\) and regularity conditions on \\(a,b\\), it is proved that \\(\\eta^\\varepsilon\\) satisfies the moderate deviation principle (``moderate'' means that \\(h\\) is assumed to satisfy \\(\\lim_{\\varepsilon\\to 0}h(\\varepsilon)=\\infty\\) and \\({\\sqrt\\varepsilon} h(\\varepsilon)=0\\) rather than \\(h(\\varepsilon)=1/\\sqrt\\varepsilon\\), as it is in the classical large deviation case). The corresponding rate function is given explicitly.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2738893$FD0D8C95-A45A-4C3B-8E60-00CE8B4B7433","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"52f736c67699242f7108ae98eb834b45c7e94d13","datavalue":{"value":{"entity-type":"item","numeric-id":424524,"id":"Q424524"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2738893$3DA6D785-11C9-4307-BCA9-777DE3C6640A","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"719218d1b7afb3e32d6bb961f28febe12e309f31","datavalue":{"value":{"entity-type":"item","numeric-id":1872335,"id":"Q1872335"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b122eec864b0f9b3b18028df6797a242506e2a42","datavalue":{"value":{"amount":"+0.9215539693832396","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2738893$599489BC-E18E-4703-97EF-4AFA1B6ED438","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e3e6c52cfdd9e1d4b3dc4c8a8c7cc070cb7fee22","datavalue":{"value":{"entity-type":"item","numeric-id":3353906,"id":"Q3353906"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b122eec864b0f9b3b18028df6797a242506e2a42","datavalue":{"value":{"amount":"+0.9215539693832396","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2738893$AEADCEDD-E6F9-4966-8034-18DEFE18EC77","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9739f220955d33569edd0bdb3f0ab76c3a4684d5","datavalue":{"value":{"entity-type":"item","numeric-id":3581315,"id":"Q3581315"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"68c0d4b6b19092e2360667900cbdf8cdab77ae6f","datavalue":{"value":{"amount":"+0.840762734413147","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2738893$5782BB54-35E3-4895-B5CC-B8E1D8F72B72","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dacc3b807486551857ba56428708b89f9f601980","datavalue":{"value":{"entity-type":"item","numeric-id":1879536,"id":"Q1879536"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4a72c5316d8ccb9db43485004cb722a2774b74ad","datavalue":{"value":{"amount":"+0.8323216438293457","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2738893$D9899B34-8152-462E-8887-980DD5EDFBD1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0c2e38f51a23f84638628621434c9eb5638b49ae","datavalue":{"value":{"entity-type":"item","numeric-id":1877523,"id":"Q1877523"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d00ac904093c13bf1824ebf3d08a3fac4f763c52","datavalue":{"value":{"amount":"+0.8247644305229187","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2738893$24C84453-B897-4075-B19E-53A1AC777638","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2738893","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2738893"}}}}}