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

页码：335 / 337

页数：3

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