Moderate deviations in the averaging principle of a SDE with small diffusion in a random environment

DOI10.1016/S0764-4442(01)01908-5zbMATH Open0986.60018OpenAlexW2084600952MaRDI QIDQ2738893

A. Guillin

Publication date: 23 May 2002

Published in: Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(01)01908-5

zbMATH Keywords

random environmentmoderate deviations principlestochastic differential equation with small diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Processes in random environments (60K37)

Related Items (1)

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

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