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 equations; large deviations; random environments; multiscale diffusions; quenched homogenization

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60F10: Large deviations

60G17: Sample path properties

60K37: Processes in random environments