Large deviations for small noise diffusions in a fast Markovian environment (Q1994521)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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