Lower bound for large deviations for an averaged SDE with a small diffusion

zbMath0912.60048MaRDI QIDQ1267459

Alexander Yu. Veretennikov

Publication date: 13 December 1998

Published in: Russian Journal of Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

large deviationsrate functionaveraging principlestochastic ordinary differential equationsFreidlin-Wentzell approach

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items (2)

On large deviations for SDEs with small diffusion and averaging. ⋮ Higher order asymptotics for large deviations — Part II

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