On large deviations for SDEs with small diffusion and averaging

A large deviation principle is established for stochastic differential equation systems with slow and fast components and small diffusions in the slow component.

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Year of publication:	2000
Authors:	Veretennikov, A. Yu.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 89.2000, 1, p. 69-79
Publisher:	Elsevier
Keywords:	SDE Averaging Small perturbation Large deviations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874768