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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive
Teor. Veroyatnost. i Primenen., 1998 Volume 43, Issue 4, Pages 765–767 (Mi tvp2077)
This article is cited in 3 papers

Short Communications

On large deviations in the averaging principle for stochastic differential equations with “complete dependence”

A. Yu. Veretennikov

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

Abstract: The large deviation principle for a system of stochastic differential equations with fast and slow components is established in the case when the fast diffusion coefficient depends on a slow process.

Keywords: large deviations, stochastic differential equation, averaging.

Received: 15.06.1998

DOI: 10.4213/tvp2077


 English version: Theory of Probability and its Applications, 1999, 43:4, 664–666

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