Averaging principle of SDE with small diffusion: Moderate deviations

DOI10.1214/aop/1046294316zbMath1016.60031OpenAlexW2054806859MaRDI QIDQ1872335

Arnaud Guillin

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1046294316

zbMATH Keywords

Markov processaveraging principlemoderate deviationsexponential ergodicitystochastic differential equations with small diffusion

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Averaging method for ordinary differential equations (34C29)

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