Large deviations for solutions of stochastic equations

被引：1

作者：

Makhno, SY ^{[1
]}

机构：

[1] INST APPL MATH & MECH,UA-340114 DONETSK,UKRAINE

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 1996年 / 40卷 / 04期

关键词：

stochastic equations; averaging; large deviations;

D O I：

10.1137/1140076

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：

In this paper, we consider solutions of stochastic equations with small diffusion and a small jump function. The equation coefficients are random and depend nonregularly on a small parameter. The principle of large deviations is proved. The paper studies large deviations in the averaging scheme for various assumptions on the character of a disturbing process.

引用

页码：660 / 678

页数：19