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Large deviations for small noise diffusions over long time - MaRDI portal

Large deviations for small noise diffusions over long time (Q6180755)

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scientific article; zbMATH DE number 7792054
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English
Large deviations for small noise diffusions over long time
scientific article; zbMATH DE number 7792054

    Statements

    title
    Large deviations for small noise diffusions over long time (English)
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    author
    Amarjit Budhiraja
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    Q6180731
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    publication date
    22 January 2024
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    zbMATH Keywords
    large deviations
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    empirical measure
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    stochastic approximations
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    multiscale diffusions
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    slow-fast dynamics
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    averaging principle
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    degenerate noise
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    Laplace asymptotics
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    stochastic control
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    Identifiers

    arXiv ID
    2207.07282
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    Mathematics Subject Classification ID
    60F10
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    60J60
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    60J25
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    60H10
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    zbMATH DE Number
    7792054
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    OpenAlex ID
    W4390496366
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    DOI
    10.1090/BTRAN/172
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