Large deviations for multiscale diffusion via weak convergence methods
From MaRDI portal
Publication:424511
DOI10.1016/j.spa.2011.12.006zbMath1247.60034arXiv1011.5933MaRDI 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
importance sampling; large deviations; weak convergence methods; multiscale diffusions; Laplace principle; rugged energy landscape
60J60: Diffusion processes
60F10: Large deviations
60G17: Sample path properties
70K70: Systems with slow and fast motions for nonlinear problems in mechanics
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