Geodesic
On large deviations in the averaging principle for stochastic differential equations with “complete dependence”
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 765-767 Cet article a éte moissonné depuis la source Math-Net.Ru

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The large deviation principle for a system of stochastic differential equations with fast and slow components is established in the case when the fast diffusion coefficient depends on a slow process.
Keywords: large deviations, stochastic differential equation, averaging. 
@article{TVP_1998_43_4_a7,
     author = {A. Yu. Veretennikov},
     title = {On large deviations in the averaging principle for stochastic differential equations with {\textquotedblleft}complete dependence{\textquotedblright}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {765--767},
     year = {1998},
     volume = {43},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a7/}
}
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A. Yu. Veretennikov. On large deviations in the averaging principle for stochastic differential equations with “complete dependence”. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 4, pp. 765-767. http://geodesic.mathdoc.fr/item/TVP_1998_43_4_a7/