Large deviations for small noise diffusions in a fast Markovian environment (Q1994521): Difference between revisions

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Revision as of 06:29, 5 March 2024

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Large deviations for small noise diffusions in a fast Markovian environment
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    Large deviations for small noise diffusions in a fast Markovian environment (English)
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    1 November 2018
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    large deviations
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    variational representations
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    stochastic averaging
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    averaging principle
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    small noise asymptotics
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    multi-scale analysis
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    switching diffusions
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    Markov modulated diffusions
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    Poisson random measures
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