On Large Deviations for Stochastic DifferentialEquations with a Small Diffusion and Averaging

DOI10.1137/S0040585X97976969zbMATH Open0953.60042MaRDI QIDQ4954367FDOQ4954367

Authors A. Yu. Veretennikov 

Publication date 6 June 2000

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

large deviationsaveragingstochastic differential equations

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29)

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Cited In (17)

• Large deviations for multi-scale Markovian switching systems with a small diffusion
• Large-deviation principle for conditional distributions of diffusion processes
• Lower bound for large deviations for an averaged SDE with a small diffusion
• Large deviations and averaging for systems of slow-fast stochastic reaction-diffusion equations
• Second-order fast-slow stochastic systems
• Title not available (Why is no real title available?)
• Large deviations in averaging principle for stochastic differential equation systems (noncompact case)
• Averaging principle of SDE with small diffusion: Moderate deviations
• On large deviations for SDEs with small diffusion and averaging.
• On Large Deviations in the Averaging Principle for Stochastic Differential Equations with "Complete Dependence"
• On large deviations of coupled diffusions with time scale separation
• Large deviations for small noise diffusions over long time
• Large deviations and approximations for slow-fast stochastic reaction-diffusion equations
• Title not available (Why is no real title available?)
• On large deviations in the averaging principle for SDE's with a ``full dependence, revisited
• Large deviations for small noise diffusions in a fast Markovian environment
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