On large deviations of coupled diffusions with time scale separation
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Publication:317501
DOI10.1214/15-AOP1043zbMath1356.60047arXiv1306.5446OpenAlexW2963829010MaRDI QIDQ317501
Publication date: 30 September 2016
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.5446
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Random measures (60G57) Functional limit theorems; invariance principles (60F17)
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