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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. Akad. Nauk SSSR Ser. Mat., 1991 Volume 55, Issue 4, Pages 691–715 (Mi im985)

This article is cited in 10 papers

On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II

A. Yu. Veretennikov

Institute for Information Transmission Problems, Russian Academy of Sciences

Abstract: 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.

UDC: 519.2

MSC: Primary 60H10, 60F10; Secondary 34C29, 34F05, 60J60

Received: 10.10.1989


 English version:
Mathematics of the USSR-Izvestiya, 1992, 39:1, 677–701

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