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
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
Journal title :
Stochastic Processes and their Applications
