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Russian Academy of Sciences. Sbornik. Mathematics, 1995, Volume 83, Issue 2, Pages 331–346
DOI: https://doi.org/10.1070/SM1995v083n02ABEH003594
(Mi sm939)
 

Parabolic equations with a small parameter, and large deviations for diffusion processes

S. Ya. Makhno
References:
Abstract: Nonlinear second-order parabolic equations with a small parameter at the highest derivative and coefficients depending on this parameter are considered. Under weak convergence in $L_{2,\mathrm{loc}}$ of the coefficients of the equation, uniform convergence on compacta of solutions to a generalized solution of a first-order partial differential equation is established. This result is used to justify the principle of large deviations for diffusion processes with small diffusion and coefficients that converge weakly in $L_{2,\mathrm{loc}}$.
Received: 13.09.1993
Russian version:
Matematicheskii Sbornik, 1994, Volume 185, Number 11, Pages 41–56
Bibliographic databases:
UDC: 517.21+517.956
MSC: Primary 35K15, 35K55, 60J60; Secondary 60H15, 60F10
Language: English
Original paper language: Russian
Citation: S. Ya. Makhno, “Parabolic equations with a small parameter, and large deviations for diffusion processes”, Mat. Sb., 185:11 (1994), 41–56; Russian Acad. Sci. Sb. Math., 83:2 (1995), 331–346
Citation in format AMSBIB
\Bibitem{Mak94}
\by S.~Ya.~Makhno
\paper Parabolic equations with a~small parameter, and large deviations for diffusion processes
\jour Mat. Sb.
\yr 1994
\vol 185
\issue 11
\pages 41--56
\mathnet{http://mi.mathnet.ru/sm939}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1310978}
\zmath{https://zbmath.org/?q=an:0841.60045|0838.60057}
\transl
\jour Russian Acad. Sci. Sb. Math.
\yr 1995
\vol 83
\issue 2
\pages 331--346
\crossref{https://doi.org/10.1070/SM1995v083n02ABEH003594}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1995TQ10300004}
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  • https://doi.org/10.1070/SM1995v083n02ABEH003594
  • https://www.mathnet.ru/eng/sm/v185/i11/p41
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    Математический сборник - 1992–2005 Sbornik: Mathematics
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    Abstract page:389
    Russian version PDF:124
    English version PDF:11
    References:76
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