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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
On large deviations for stochastic differentialequations with a small diffusion and averaging
A. Yu. Veretennikov A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
Abstract:
This paper states the large deviations principle for a system of stochastic equations with “fast” and “slow” variables and a small diffusion in a “slow” component.
Keywords:
large deviations, averaging, stochastic differential equation.
Received: 20.11.1998
Citation:
A. Yu. Veretennikov, “On large deviations for stochastic differentialequations with a small diffusion and averaging”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 349–351; Theory Probab. Appl., 43:2 (1999), 335–337
Linking options:
https://www.mathnet.ru/eng/tvp1469https://doi.org/10.4213/tvp1469 https://www.mathnet.ru/eng/tvp/v43/i2/p349
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