Title of article
On large deviations for SDEs with small diffusion and averaging
Author/Authors
Veretennikov، A. Yu. نويسنده , , A.Yu.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
11
From page
69
To page
79
Abstract
A large deviation principle is established for stochastic differential equation systems with slow and fast components and small diffusions in the slow component.
Keywords
SDE , averaging , Small perturbation , Large deviations
Journal title
Stochastic Processes and their Applications
Serial Year
2000
Journal title
Stochastic Processes and their Applications
Record number
1576666
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