ON LARGE DEVIATIONS IN THE AVERAGING PRINCIPLE FOR SDE'S WITH A "FULL DEPENDENCE," REVISITED

被引：5

作者：

Veretennikov, Alexander ^{[1
]}

机构：

[1] Univ Leeds, Sch Math, Leeds LS2 9JT, W Yorkshire, England

来源：

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2013年 / 18卷 / 02期

关键词：

Large deviations; stochastic differential equation; averaging principle; full dependence;

D O I：

10.3934/dcdsb.2013.18.523

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We establish a large deviation principle for stochastic differential equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.

引用

页码：523 / 549

页数：27

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