Lower bound for large deviations for an averaged SDE with a small diffusion (Q1267459)

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Lower bound for large deviations for an averaged SDE with a small diffusion
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    Lower bound for large deviations for an averaged SDE with a small diffusion (English)
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    13 December 1998
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    Large deviations of a singularly perturbed stochastic differential system driven by a two-dimensional Wiener process are studied. The author proves a representation of the rate function \(S(\varphi)\) which occurs in the large deviation problem of finding lower bounds in the Freidlin-Wentzell form [see \textit{M. I. Frejdlin} and \textit{A. D. Venttsel'}, ``Random perturbations of dynamical systems'' (1984; Zbl 0522.60055)]. Another approach to the presented problem and representation of rate function is given by \textit{R. Liptser} [Probab. Theory Relat. Fields 106, No. 1, 71-104 (1996; Zbl 0855.60030)].
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    large deviations
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    stochastic ordinary differential equations
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    rate function
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    averaging principle
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    Freidlin-Wentzell approach
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