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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 4, Pages 765–767
DOI: https://doi.org/10.4213/tvp2077 (Mi tvp2077) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

On large deviations in the averaging principle for stochastic differential equations with “complete dependence”

A. Yu. Veretennikov

A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences
Full-text PDF (426 kB) Citations (3)
DOI: https://doi.org/10.4213/tvp2077
Abstract: The large deviation principle for a system of stochastic differential equations with fast and slow components is established in the case when the fast diffusion coefficient depends on a slow process.
Keywords: large deviations, stochastic differential equation, averaging.
Received: 15.06.1998
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 4, Pages 664–666
DOI: https://doi.org/10.1137/S0040585X97977185
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. Yu. Veretennikov, “On large deviations in the averaging principle for stochastic differential equations with “complete dependence””, Teor. Veroyatnost. i Primenen., 43:4 (1998), 765–767; Theory Probab. Appl., 43:4 (1999), 664–666
Citation in format AMSBIB
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\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 4
\pages 664--666
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  • https://doi.org/10.4213/tvp2077
  • https://www.mathnet.ru/eng/tvp/v43/i4/p765
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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