On large deviations for stochastic differential equations with a small diffusion and averaging

被引：3
|
作者：
Veretennikov, AY [1 ]
机构：
[1] RAN, Inst Problems Informat Transmiss, Moscow 101447, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 1999年 / 43卷 / 02期
关键词：
large deviations; averaging; stochastic differential equation;
D O I：
10.1137/S0040585X97976969
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：
This paper states the large deviations principle for a system of stochastic equations with "fast" and "slow" variables and a small diffusion in a "slow" component.
引用
收藏
页码：335 / 337
页数：3
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