Moderate deviations for systems of slow-fast diffusions

DOI10.3233/ASY-171434zbMath1390.60111arXiv1611.05903OpenAlexW2767178308MaRDI QIDQ4606533

Matthew R. Morse, Konstantinos V. Spiliopoulos

Publication date: 8 March 2018

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.05903

zbMATH Keywords

stochastic controlmoderate deviationsmultiscale processesLaplace principleslow-fast diffusions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Large deviations (60F10)

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