Moderate deviations for systems of slow-fast diffusions
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Publication:4606533
DOI10.3233/ASY-171434zbMath1390.60111arXiv1611.05903MaRDI QIDQ4606533
Konstantinos V. Spiliopoulos, Matthew R. Morse
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
stochastic control; moderate deviations; multiscale processes; Laplace principle; slow-fast diffusions