On large deviations in the averaging principle for stochastic differential equations with periodic coefficients.~II
Izvestiya. Mathematics , Tome 39 (1992) no. 1, pp. 677-701
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The logarithmic asymptotic behavior is established for large deviations of the “slow” motion in the averaging principle for stochastic equations in a finite-dimensional Euclidean space.
@article{IM2_1992_39_1_a0,
author = {A. Yu. Veretennikov},
title = {On large deviations in the averaging principle for stochastic differential equations with periodic {coefficients.~II}},
journal = {Izvestiya. Mathematics },
pages = {677--701},
publisher = {mathdoc},
volume = {39},
number = {1},
year = {1992},
language = {en},
url = {http://geodesic.mathdoc.fr/item/IM2_1992_39_1_a0/}
}
TY - JOUR AU - A. Yu. Veretennikov TI - On large deviations in the averaging principle for stochastic differential equations with periodic coefficients.~II JO - Izvestiya. Mathematics PY - 1992 SP - 677 EP - 701 VL - 39 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/IM2_1992_39_1_a0/ LA - en ID - IM2_1992_39_1_a0 ER -
%0 Journal Article %A A. Yu. Veretennikov %T On large deviations in the averaging principle for stochastic differential equations with periodic coefficients.~II %J Izvestiya. Mathematics %D 1992 %P 677-701 %V 39 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/IM2_1992_39_1_a0/ %G en %F IM2_1992_39_1_a0
A. Yu. Veretennikov. On large deviations in the averaging principle for stochastic differential equations with periodic coefficients.~II. Izvestiya. Mathematics , Tome 39 (1992) no. 1, pp. 677-701. http://geodesic.mathdoc.fr/item/IM2_1992_39_1_a0/