On large deviations in the averaging principle for SDE's with a ``full dependence, revisited

DOI10.3934/dcdsb.2013.18.523zbMath1306.60019arXivmath/0502098OpenAlexW2008026487MaRDI QIDQ1943313

Alexander Yu. Veretennikov

Publication date: 19 March 2013

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0502098

zbMATH Keywords

stochastic differential equationlarge deviationsaveraging principlefull dependence

Mathematics Subject Classification ID

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

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