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Large deviations for two-time-scale diffusions, with delays - MaRDI portal

Large deviations for two-time-scale diffusions, with delays (Q607781)

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scientific article; zbMATH DE number 5822926
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Large deviations for two-time-scale diffusions, with delays
scientific article; zbMATH DE number 5822926

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    Large deviations for two-time-scale diffusions, with delays (English)
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    3 December 2010
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    Large deviations results for two-time-scale systems of reflected diffusion form, possibly with delays in the slow variable are obtained, by using the Dupuis-Ellis weak convergence approach.
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    large deviations
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    delay equations
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    two-time-scale systems
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