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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1998 Volume 43, Issue 2, Pages 349–351 (Mi tvp1469)
This article is cited in 4 papers

Short Communications

On large deviations for stochastic differentialequations with a small diffusion and averaging

A. Yu. Veretennikov

A. A. Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences

Abstract: 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.

Keywords: large deviations, averaging, stochastic differential equation.

Received: 20.11.1998

DOI: 10.4213/tvp1469


 English version: Theory of Probability and its Applications, 1999, 43:2, 335–337

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