Large deviations for multi-scale Markovian switching systems with a small diffusion

DOI10.3233/ASY-131198zbMath1298.60096OpenAlexW1733580437MaRDI QIDQ5418661

Qi He, G. George Yin

Publication date: 26 May 2014

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/asy-131198

zbMATH Keywords

Markov chainlarge deviationsaveraging principle

Mathematics Subject Classification ID

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

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Large deviations for Markov-modulated diffusion processes with rapid switching ⋮ Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions ⋮ A class of Langevin equations with Markov switching involving strong damping and fast switching ⋮ Large deviations for small noise diffusions in a fast Markovian environment ⋮ Large deviation principles for Langevin equations in random environment and applications ⋮ Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles ⋮ Dynamics of a vector-host model under switching environments ⋮ Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises ⋮ Large deviations for multi-scale regime-switching jump diffusion systems ⋮ Large deviations for empirical measures of switching diffusion processes with small parameters

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