THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS

large deviations moderate deviations averaging principle averaging principle for stochastic differential equations inequalities for the probabilities of large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Averaging method for ordinary differential equations (34C29)

Cited In (24)

Moderate deviation principle for multiscale systems driven by fractional Brownian motion
Transport in Hamiltonian systems with slowly changing phase space structure
Large deviations in fast-slow systems
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Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
Fluctuation analysis and short time asymptotics for multiple scales diffusion processes
Non-equilibrium transitions in multiscale systems with a bifurcating slow manifold
Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations
Averaging principle of SDE with small diffusion: Moderate deviations
Averaging in dynamical systems and large deviations
Stochastic control of a class of dynamical systems via path limits
Large deviations for Lévy diffusions in the small noise regime
Reduction of deterministic coupled atmosphere–ocean models to stochastic ocean models: a numerical case study of the Lorenz–Maas system
Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
The method of averaged models for discrete-time adaptive systems
Mobility can drastically improve the heavy traffic performance from \(\frac{1}{1-\varrho}\) to \(\log(1/(1-\varrho))\)
Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus
Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation
On large deviations in the averaging principle for SDEs with a ``full dependence
Long Term Effects of Small Random Perturbations on Dynamical Systems: Theoretical and Computational Tools
Limit theorems in averaging for dynamical systems
Invariance principles for parabolic equations with random coefficients
Stochastic approximation algorithms with constant step size whose average is cooperative
Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion

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