On large deviations for stochastic differential equations with a small diffusion and averaging

被引：3
作者：
Veretennikov, AY [1 ]
机构：
[1] RAN, Inst Problems Informat Transmiss, Moscow 101447, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 1999年 / 43卷 / 02期
关键词：
large deviations; averaging; stochastic differential equation;
D O I：
10.1137/S0040585X97976969
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper states the large deviations principle for a system of stochastic equations with "fast" and "slow" variables and a small diffusion in a "slow" component.
引用
收藏
页码：335 / 337
页数：3
相关论文
共 50 条
[21]   Diffusion processes on graphs: stochastic differential equations, large deviation principle [J].
Freidlin, M ;
Sheu, SJ .
PROBABILITY THEORY AND RELATED FIELDS, 2000, 116 (02) :181-220
[22]   Large Deviations for a Class of Parabolic Semilinear Stochastic Partial Differential Equations in Any Space Dimension [J].
Setayeshgar, Leila .
MARKOV PROCESSES AND RELATED FIELDS, 2019, 25 (05) :899-914
[23]   Uniform large deviations for a class of semilinear stochastic partial differential equations driven by a Brownian sheet [J].
Setayeshgar, Leila .
PARTIAL DIFFERENTIAL EQUATIONS AND APPLICATIONS, 2023, 4 (01)
[24]   Large deviations for stochastic fractional pantograph differential equation [J].
A. Siva Ranjani ;
M. Suvinthra .
International Journal of Dynamics and Control, 2024, 12 :136-147
[25]   Large deviations for stochastic fractional pantograph differential equation [J].
Ranjani, A. Siva ;
Suvinthra, M. .
INTERNATIONAL JOURNAL OF DYNAMICS AND CONTROL, 2024, 12 (01) :136-147
[26]   Mittag–Leffler Euler Integrator and Large Deviations for Stochastic Space-Time Fractional Diffusion Equations [J].
Xinjie Dai ;
Jialin Hong ;
Derui Sheng .
Potential Analysis, 2024, 60 :1333-1367
[27]   Averaging principle for stochastic differential equations in the random periodic regime [J].
Uda, Kenneth .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 139 :1-36
[28]   On the application of the averaging principle in stochastic differential equations of hyperbolic type [J].
Yu. A. Mitropol'skii ;
V. H. Kolomiets' ;
O. V. Kolomiets' .
Ukrainian Mathematical Journal, 2003, 55 (5) :859-865
[29]   STOCHASTIC DIFFERENTIAL EQUATIONS WITH DISCONTINUOUS DIFFUSION COEFFICIENTS [J].
Torres, Soledad ;
Viitasaari, Lauri .
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2023, :159-175
[30]   Diffusion approximation for elliptic stochastic differential equations [J].
Tindel, S .
STOCHASTIC ANALYSIS AND RELATED TOPICS V: THE SILIVRI WORKSHOP, 1994, 1996, 38 :255-268
12345