Geodesic
Large deviations for solutions of stochastic equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 764-785 Cet article a éte moissonné depuis la source Math-Net.Ru

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In this paper, we consider solutions of stochastic equations with small diffusion and a small jump function. The equation coefficients are random and depend nonregularly on a small parameter. The principle of large deviations is proved. The paper studies large deviations in the averaging scheme for various assumptions on the character of a disturbing process.
Keywords: stochastic equations, averaging, large deviations. 
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     author = {S. Ya. Makhno},
     title = {Large deviations for solutions of stochastic equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {764--785},
     year = {1995},
     volume = {40},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a4/}
}
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S. Ya. Makhno. Large deviations for solutions of stochastic equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 764-785. http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a4/