Large deviations for Lévy diffusions in the small noise regime (Q6198717)
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scientific article; zbMATH DE number 7808544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for Lévy diffusions in the small noise regime |
scientific article; zbMATH DE number 7808544 |
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Large deviations for Lévy diffusions in the small noise regime (English)
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23 February 2024
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large deviations principle
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multi-scale stochastic differential equations with jumps
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stochastic averaging principle
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weak convergence approach
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