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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 4, Pages 764–785 (Mi tvp3661)  
This article is cited in 3 scientific papers (total in 3 papers)

Large deviations for solutions of stochastic equations

S. Ya. Makhno

Institute of Applied Mathematics and Mechanics, Ukraine National Academy of Sciences
Full-text PDF (868 kB) Citations (3)
Abstract: In this paper, we consider solutions of stochastic equations with small diffusion and a small jump function. The equation coefficients are random and depend nonregularly on a small parameter. The principle of large deviations is proved. The paper studies large deviations in the averaging scheme for various assumptions on the character of a disturbing process.
Keywords: stochastic equations, averaging, large deviations.
Received: 16.04.1993
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 4, Pages 660–678
DOI: https://doi.org/10.1137/1140076
Bibliographic databases:
Language: Russian
Citation: S. Ya. Makhno, “Large deviations for solutions of stochastic equations”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 764–785; Theory Probab. Appl., 40:4 (1995), 660–678
Citation in format AMSBIB
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\by S.~Ya.~Makhno
\paper Large deviations for solutions of stochastic equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 4
\pages 764--785
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1405144}
\zmath{https://zbmath.org/?q=an:0863.60052}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 4
\pages 660--678
\crossref{https://doi.org/10.1137/1140076}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996WD22100006}
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  • https://www.mathnet.ru/eng/tvp/v40/i4/p764
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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