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Mathematics of the USSR-Izvestiya, 1992, Volume 39, Issue 1, Pages 677–701
DOI: https://doi.org/10.1070/IM1992v039n01ABEH002222 (Mi im985) 		 
This article is cited in 10 scientific papers (total in 10 papers)

On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II

A. Yu. Veretennikov

Institute for Information Transmission Problems, Russian Academy of Sciences
English version PDF (1002 kB) Citations (10)
References:
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DOI: https://doi.org/10.1070/IM1992v039n01ABEH002222
Abstract: The logarithmic asymptotic behavior is established for large deviations of the “slow” motion in the averaging principle for stochastic equations in a finite-dimensional Euclidean space.
Received: 10.10.1989
Russian version:
Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya, 1991, Volume 55, Issue 4, Pages 691–715
Bibliographic databases:
UDC: 519.2
MSC: Primary 60H10, 60F10; Secondary 34C29, 34F05, 60J60
Language: English
Original paper language: Russian
Citation: A. Yu. Veretennikov, “On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II”, Izv. Akad. Nauk SSSR Ser. Mat., 55:4 (1991), 691–715; Math. USSR-Izv., 39:1 (1992), 677–701
Citation in format AMSBIB
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  • https://doi.org/10.1070/IM1992v039n01ABEH002222
  • https://www.mathnet.ru/eng/im/v55/i4/p691
    • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
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    Abstract page:451
    Russian version PDF:114
    English version PDF:24
    References:87
    First page:2
     
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