Large deviations for small noise diffusions in a fast Markovian environment
From MaRDI portal
Publication:1994521
DOI10.1214/18-EJP228zbMath1402.60030arXiv1705.02948OpenAlexW2964108150MaRDI QIDQ1994521
Arnab Ganguly, Paul Dupuis, Amarjit Budhiraja
Publication date: 1 November 2018
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.02948
large deviationsvariational representationsaveraging principlemulti-scale analysisPoisson random measuresstochastic averagingswitching diffusionssmall noise asymptoticsMarkov modulated diffusions
Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10) Processes in random environments (60K37)
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