Large deviations for small noise diffusions in a fast Markovian environment (Q1994521)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for small noise diffusions in a fast Markovian environment |
scientific article |
Statements
Large deviations for small noise diffusions in a fast Markovian environment (English)
0 references
1 November 2018
0 references
large deviations
0 references
variational representations
0 references
stochastic averaging
0 references
averaging principle
0 references
small noise asymptotics
0 references
multi-scale analysis
0 references
switching diffusions
0 references
Markov modulated diffusions
0 references
Poisson random measures
0 references
