Geodesic
On large deviations for stochastic differentialequations with a~small diffusion and averaging
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 2, pp. 349-351

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This paper states the large deviations principle for a system of stochastic equations with “fast” and “slow” variables and a small diffusion in a “slow” component.
Keywords: large deviations, averaging, stochastic differential equation. 
@article{TVP_1998_43_2_a7,
     author = {A. Yu. Veretennikov},
     title = {On large deviations for stochastic differentialequations with a~small diffusion and averaging},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {349--351},
     publisher = {mathdoc},
     volume = {43},
     number = {2},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a7/}
}
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A. Yu. Veretennikov. On large deviations for stochastic differentialequations with a~small diffusion and averaging. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 2, pp. 349-351. http://geodesic.mathdoc.fr/item/TVP_1998_43_2_a7/