arXiv Analytics

Sign in

arXiv:math/0502098 [math.PR]AbstractReferencesReviewsResources

On large deviations in the averaging principle for SDE's with a "full dependence", correction

Alexander Yu. Veretennikov

Published 2005-02-04, updated 2012-09-23Version 2

We establish the large deviation principle for stochastic differential equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.

Comments: 27 pages
Journal: Discrete and Continuous Dynamical Systems ser. B, 2013. V. 18. No. 2. P. 523-549
Categories: math.PR
Subjects: 60F10, 60J60
Related articles: Most relevant | Search more
arXiv:1809.01424 [math.PR] (Published 2018-09-05)
Averaging principle for a class of stochastic differential equations
arXiv:1907.09256 [math.PR] (Published 2019-07-22)
Strong and weak convergence in the averaging principle for SDEs with Hölder coefficients
arXiv:2212.01715 [math.PR] (Published 2022-12-04)
On the application of ergodic condition to averaging principle for multiscale stochastic systems

Links

Toolbox