Large deviations for multiscale diffusion via weak convergence methods

DOI10.1016/j.spa.2011.12.006zbMath1247.60034arXiv1011.5933MaRDI QIDQ424511

Paul Dupuis, Konstantinos V. Spiliopoulos

Publication date: 1 June 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5933

zbMATH Keywords

importance sampling; large deviations; weak convergence methods; multiscale diffusions; Laplace principle; rugged energy landscape

Mathematics Subject Classification ID

60J60: Diffusion processes

60F10: Large deviations

60G17: Sample path properties

70K70: Systems with slow and fast motions for nonlinear problems in mechanics

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