Moderate Deviations for a Diffusion-Type Process in a Random Environment

DOI10.1137/S0040585X97983973zbMath1197.60094arXivmath/0609443OpenAlexW2044846454MaRDI QIDQ3581315

Pavel Chigansky, Robert Sh. Liptser

Publication date: 16 August 2010

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

Full work available at URL: https://arxiv.org/abs/math/0609443

zbMATH Keywords

random environmentmoderate deviationsdiffusion-type processesFreidlin-Wentzell large deviation principle

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Processes in random environments (60K37)

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The local principle of large deviations for solutions of Itô stochastic equations with quick drift ⋮ Large deviations for solutions of one dimensional Itô equations ⋮ Moderate deviations for systems of slow-fast stochastic reaction-diffusion equations ⋮ On the establishment, persistence, and inevitable extinction of populations

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