Large deviations for multiscale diffusion via weak convergence methods

DOI10.1016/j.spa.2011.12.006zbMath1247.60034arXiv1011.5933OpenAlexW2056767400MaRDI QIDQ424511

Paul Dupuis, Konstantinos V. Spiliopoulos

Publication date: 1 June 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5933

zbMATH Keywords

importance samplinglarge deviationsweak convergence methodsmultiscale diffusionsLaplace principlerugged energy landscape

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Sample path properties (60G17) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)

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