Moderate deviations for the Langevin equations: Strong damping and fast Markovian switching
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Cites work
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- Aggregation of Variables in Dynamic Systems
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- Continuous-time Markov chains and applications. A two-time-scale approach
- Delta method in large deviations and moderate deviations for estimators
- scientific article; zbMATH DE number 1239549 (Why is no real title available?)
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- Some remarks on the Smoluchowski-Kramers approximation
- The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
Cited in
(4)- Moderate deviations for systems of slow-fast diffusions
- A class of Langevin equations with Markov switching involving strong damping and fast switching
- Moderate deviation principles for stochastic differential equations in fast-varying Markovian environment
- Large deviations for the Langevin equation with strong damping
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