Large deviations for two-time-scale diffusions, with delays

DOI10.1007/s00245-010-9104-yzbMath1215.34099OpenAlexW2170319173MaRDI QIDQ607781

Harold J. Kushner

Publication date: 3 December 2010

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-010-9104-y

zbMATH Keywords

two-time-scale systemslarge deviationsdelay equations

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Singular perturbations of functional-differential equations (34K26)

Related Items (6)

Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations ⋮ Large deviations for multiscale diffusion via weak convergence methods ⋮ Large deviations and importance sampling for systems of slow-fast motion ⋮ Large deviation for two-time-scale stochastic burgers equation ⋮ Large deviations for Gaussian diffusions with delay ⋮ Large deviations for some fast stochastic volatility models by viscosity methods

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