MDP for integral functionals of fast and slow processes with averaging

DOI10.1016/j.spa.2005.02.008zbMath1083.60019arXivmath/0304426OpenAlexW2060404690MaRDI QIDQ2485478

Arnaud Guillin, Robert Sh. Liptser

Publication date: 5 August 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0304426

zbMATH Keywords

moderate deviationsPoisson equationsdiffusion with averaging

Mathematics Subject Classification ID

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

Related Items (1)

Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations

Cites Work

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