Large deviations for small noise diffusions over long time (Q6180755)

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scientific article; zbMATH DE number 7792054
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Large deviations for small noise diffusions over long time
scientific article; zbMATH DE number 7792054

    Statements

    Large deviations for small noise diffusions over long time (English)
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    22 January 2024
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    large deviations
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    empirical measure
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    stochastic approximations
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    multiscale diffusions
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    slow-fast dynamics
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    averaging principle
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    degenerate noise
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    Laplace asymptotics
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    stochastic control
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