Large deviations for solutions of singularly perturbed stochastic differential equations

DOI10.1070/RM1995V050N05ABEH002607zbMath0865.60045OpenAlexW2014291584MaRDI QIDQ4891225

Serguei Pergamenchtchikov, Youri M.Kabanov

Publication date: 3 September 1996

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1995v050n05abeh002607

zbMATH Keywords

singularly perturbed equationsasymptotic behavior of solutions of stochastic differential equationslarge deviations of solutions

Mathematics Subject Classification ID

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

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