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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(00)00013-2
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:89:y:2000:i:1:p:69-79
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().