THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS

DOI10.1070/RM1978V033N05ABEH002516MaRDI QIDQ3206034zbMATH OpenOpenAlexFDO

Authors Mark Freidlin

Publication date 1978

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm1978v033n05abeh002516

zbMATH Keywords

large deviationsmoderate deviationsaveraging principleaveraging principle for stochastic differential equationsinequalities for the probabilities of large deviations

Mathematics Subject Classification ID

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

Cited in

(24)

• Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion
• 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
• Martingales dépendant d'un paramètre: une formule d'Ito
• 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
• Averaging principle of SDE with small diffusion: Moderate deviations
• Importance Sampling for Slow-Fast Diffusions Based on 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 \(\log(1/(1-\varrho))\)
• Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation
• Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus
• 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
• Invariance principles for parabolic equations with random coefficients
• Limit theorems in averaging for dynamical systems
• Stochastic approximation algorithms with constant step size whose average is cooperative

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