scientific article; zbMATH DE number 3826915

zbMATH Open0522.60055MaRDI QIDQ3672830FDOQ3672830

Authors: Mark Freidlin, Alexander D. Wentzell

Publication date: 1984

Title of this publication is not available (Why is that?)

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invariant measure singular perturbation problems exponential estimates averaging principle for random processes large deviations of random processes

Mathematics Subject Classification ID

Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Generation, random and stochastic difference and differential equations (37H10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic analysis (60Hxx)

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