THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS
From MaRDI portal
Publication:3206034
DOI10.1070/RM1978v033n05ABEH002516zbMath0416.60029OpenAlexW2008588947MaRDI QIDQ3206034
Publication date: 1978
Published in: Russian Mathematical Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/rm1978v033n05abeh002516
large deviationsaveraging principlemoderate deviationsaveraging principle for stochastic differential equationsinequalities for the probabilities of large deviations
Related Items (23)
Averaging principle of SDE with small diffusion: Moderate deviations ⋮ Asymptotic behavior of constrained stochastic approximations via the theory of large deviations ⋮ Large deviations in fast-slow systems ⋮ Stochastic control of a class of dynamical systems via path limits ⋮ Invariance principles for parabolic equations with random coefficients ⋮ Reduction of deterministic coupled atmosphere–ocean models to stochastic ocean models: a numerical case study of the Lorenz–Maas system ⋮ The method of averaged models for discrete-time adaptive systems ⋮ Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves ⋮ Limit theorems in averaging for dynamical systems ⋮ Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation ⋮ Large deviations for Lévy diffusions in the small noise regime ⋮ Long Term Effects of Small Random Perturbations on Dynamical Systems: Theoretical and Computational Tools ⋮ Transport in Hamiltonian systems with slowly changing phase space structure ⋮ Mobility can drastically improve the heavy traffic performance from \(\frac{1}{1-\varrho}\) to \(\log(1/(1-\varrho))\) ⋮ Non-equilibrium transitions in multiscale systems with a bifurcating slow manifold ⋮ Fluctuation analysis and short time asymptotics for multiple scales diffusion processes ⋮ Averaging in dynamical systems and large deviations ⋮ Moderate deviation principle for multiscale systems driven by fractional Brownian motion ⋮ On large deviations in the averaging principle for SDEs with a ``full dependence ⋮ Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion ⋮ Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations ⋮ Martingales dépendant d'un paramètre: une formule d'Ito ⋮ Stochastic approximation algorithms with constant step size whose average is cooperative
This page was built for publication: THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS
