On Large Deviations for Systems of Itô Stochastic Equations

DOI10.1137/1136091zbMATH Open0776.60070OpenAlexW2085322462MaRDI QIDQ3135011

A. Yu. Veretennikov

Publication date: 22 September 1993

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1136091

zbMATH Keywords

large deviationssystem of stochastic differential equations with a small parameter

Mathematics Subject Classification ID

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

Related Items (1)

Qualitative analysis of systems of Itô stochastic differential equations

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