Large deviations for two-time-scale diffusions, with delays (Q607781)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for two-time-scale diffusions, with delays |
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Large deviations for two-time-scale diffusions, with delays (English)
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3 December 2010
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Large deviations results for two-time-scale systems of reflected diffusion form, possibly with delays in the slow variable are obtained, by using the Dupuis-Ellis weak convergence approach.
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large deviations
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delay equations
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two-time-scale systems
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