scientific article; zbMATH DE number 4211166

MaRDI QIDQ3357975zbMATH OpenFDO

Authors A. Yu. Veretennikov

Publication date 1990

zbMATH Keywords

action functionalfast processlarge deviationsstochastic differential equationsWentzell-Freidlin's averaging principle

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(3)

• On large deviations for SDEs with small diffusion and averaging.
• On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II
• On Poisson equations with a potential in the whole space for ``ergodic generators

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