On Large Deviations for Stochastic DifferentialEquations with a Small Diffusion and Averaging
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Publication:4954367
DOI10.1137/S0040585X97976969zbMath0953.60042MaRDI QIDQ4954367
Publication date: 6 June 2000
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Averaging method for ordinary differential equations (34C29)
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Averaging principle of SDE with small diffusion: Moderate deviations ⋮ On large deviations of coupled diffusions with time scale separation
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