Large deviations for solutions of singularly perturbed stochastic differential equations

DOI10.1070/RM1995V050N05ABEH002607MaRDI QIDQ4891225zbMATH OpenOpenAlexFDO

Authors Yuri Kabanov, Serguei Pergamenchtchikov

Publication date 3 September 1996

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm1995v050n05abeh002607

zbMATH Keywords

singularly perturbed equationsasymptotic behavior of solutions of stochastic differential equationslarge deviations of solutions

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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