On Large Deviations in the Averaging Principle for Stochastic Differential Equations with "Complete Dependence"
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Publication:4954396
DOI10.1137/S0040585X97977185zbMath0958.60030MaRDI QIDQ4954396
Publication date: 6 June 2000
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)
Related Items (3)
Averaging principle of SDE with small diffusion: Moderate deviations ⋮ Moderate deviations of inhomogeneous functionals of Markov processes and application to averaging. ⋮ On large deviations of coupled diffusions with time scale separation
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