On large deviations for SDEs with small diffusion and averaging.

From MaRDI portal
Publication:1877523

DOI10.1016/S0304-4149(00)00013-2zbMath1045.60065OpenAlexW2164872338MaRDI QIDQ1877523

Alexander Yu. Veretennikov

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




Related Items (32)

Large deviations in fast-slow systemsOn large deviations of coupled diffusions with time scale separationViscosity methods for large deviations estimates of multiscale stochastic processesLarge deviations and averaging for stochastic tamed 3D Navier-Stokes equations with fast oscillationsLarge deviations of mean-field interacting particle systems in a fast varying environmentLarge deviations for a slow-fast system with jump-diffusion processesLarge deviations for two-time-scale diffusions, with delaysRandom perturbations of a periodically driven nonlinear oscillator: escape from a resonance zoneEquivalences and counterexamples between several definitions of the uniform large deviations principleLarge deviations for synchronized systemSmall noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systemsFluctuation analysis for a class of nonlinear systems with fast periodic sampling and small state-dependent white noiseUniform large deviations of fractional stochastic equations with polynomial drift on unbounded domainsUniform large deviation principles of fractional stochastic reaction-diffusion equations on unbounded domainsLarge deviations of fractional stochastic equations with non-Lipschitz drift and multiplicative noise on unbounded domainsLarge deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equationsLarge deviations for small noise diffusions over long timeLarge deviations for multiscale diffusion via weak convergence methodsLarge deviations for Lévy diffusions in the small noise regimeLarge deviations and importance sampling for systems of slow-fast motionLong Term Effects of Small Random Perturbations on Dynamical Systems: Theoretical and Computational ToolsNon-equilibrium transitions in multiscale systems with a bifurcating slow manifoldLarge deviation for two-time-scale stochastic burgers equationLarge deviations for multi-scale jump-diffusion processesLarge deviations for small noise diffusions in a fast Markovian environmentFluctuation analysis and short time asymptotics for multiple scales diffusion processesLarge deviation principles for Langevin equations in random environment and applicationsSimultaneous small noise limit for singularly perturbed slow-fast coupled diffusionsLarge deviations and averaging for systems of slow-fast stochastic reaction-diffusion equationsLarge deviations for multi-scale regime-switching jump diffusion systemsLarge deviations for interacting multiscale particle systemsLarge deviations for some fast stochastic volatility models by viscosity methods



Cites Work


This page was built for publication: On large deviations for SDEs with small diffusion and averaging.