Quenched large deviations for multiscale diffusion processes in random environments

DOI10.1214/EJP.v20-3729zbMath1320.60081arXiv1312.1731MaRDI QIDQ2515880

Konstantinos V. Spiliopoulos

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.1731

zbMATH Keywords

stochastic differential equationslarge deviationsrandom environmentsmultiscale diffusionsquenched homogenization

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Sample path properties (60G17) Processes in random environments (60K37)

Related Items (6)

Rare Event Simulation for Multiscale Diffusions in Random Environments ⋮ Importance Sampling for Metastable and Multiscale Dynamical Systems ⋮ Averaging principle and normal deviations for multiscale stochastic systems ⋮ Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations ⋮ Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations ⋮ Large deviations for interacting multiscale particle systems

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