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On large deviations for SDEs with small diffusion and averaging

Alexander Veretennikov

Stochastic Processes and their Applications, 2000, vol. 89, issue 1, 69-79

Abstract: A large deviation principle is established for stochastic differential equation systems with slow and fast components and small diffusions in the slow component.

Keywords: SDE; Averaging; Small; perturbation; Large; deviations (search for similar items in EconPapers)
Date: 2000
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