ON LARGE DEVIATIONS IN THE AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL-EQUATIONS WITH PERIODIC COEFFICIENTS .2.

被引:7
作者
VERETENNIKOV, AY [1 ]
机构
[1] MOSCOW PROBLEMS INFORMAT TRANSMISS,MOSCOW,USSR
来源
MATHEMATICS OF THE USSR-IZVESTIYA | 1992年 / 39卷 / 01期
关键词
D O I
10.1070/IM1992v039n01ABEH002222
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The logarithmic asymptotic behavior is established for large deviations of the "slow" motion in the averaging principle for stochastic equations in a finite-dimensional Euclidean space.
引用
收藏
页码:677 / 701
页数:25
相关论文
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