Large deviations for small noise diffusions over long time

DOI10.1090/BTRAN/172arXiv2207.07282OpenAlexW4390496366MaRDI QIDQ6180755

Unnamed Author, Amarjit Budhiraja

Publication date: 22 January 2024

Published in: Transactions of the American Mathematical Society, Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.07282

zbMATH Keywords

stochastic controllarge deviationsaveraging principledegenerate noisestochastic approximationsempirical measuremultiscale diffusionsslow-fast dynamicsLaplace asymptotics

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

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