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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1995 Volume 40, Issue 4, Pages 764–785 (Mi tvp3661)

This article is cited in 3 papers

Large deviations for solutions of stochastic equations

S. Ya. Makhno

Institute of Applied Mathematics and Mechanics, Ukraine National Academy of Sciences

Abstract: In this paper, we consider solutions of stochastic equations with small diffusion and a small jump function. The equation coefficients are random and depend nonregularly on a small parameter. The principle of large deviations is proved. The paper studies large deviations in the averaging scheme for various assumptions on the character of a disturbing process.

Keywords: stochastic equations, averaging, large deviations.

Received: 16.04.1993


 English version:
Theory of Probability and its Applications, 1995, 40:4, 660–678

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