On large deviations for SDEs with small diffusion and averaging.
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Publication:1877523
DOI10.1016/S0304-4149(00)00013-2zbMath1045.60065OpenAlexW2164872338MaRDI QIDQ1877523
Publication date: 7 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00013-2
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)
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- Large deviations in averaging principle for stochastic differential equation systems (noncompact case)
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