Large deviations for two-time-scale diffusions, with delays

DOI10.1007/s00245-010-9104-yzbMath1215.34099MaRDI QIDQ607781

Harold J. Kushner

Publication date: 3 December 2010

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-010-9104-y

zbMATH Keywords

two-time-scale systems; large deviations; delay equations

Mathematics Subject Classification ID

34K50: Stochastic functional-differential equations

34K26: Singular perturbations of functional-differential equations

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