EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Multiscale diffusion"
Narrow search

Narrow search

Year of publication
Subject
All
Importance sampling 1 Large deviations 1 Multiscale diffusion 1 Rugged energy landscape 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Dupuis, Paul 1 Spiliopoulos, Konstantinos 1
Published in...
All
Stochastic Processes and their Applications 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Large deviations for multiscale diffusion via weak convergence methods
Dupuis, Paul; Spiliopoulos, Konstantinos - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1947-1987
We study the large deviations principle for locally periodic SDEs with small noise and fast oscillating coefficients. There are three regimes depending on how fast the intensity of the noise goes to zero relative to homogenization parameter. We use weak convergence methods which provide...
Persistent link: https://www.econbiz.de/10010574714
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...