On large deviations in the averaging principle for SDE's with a "full dependence", correction
Probability
2013-06-11 v2
Abstract
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.
Cite
@article{arxiv.math/0502098,
title = {On large deviations in the averaging principle for SDE's with a "full dependence", correction},
author = {Alexander Yu. Veretennikov},
journal= {arXiv preprint arXiv:math/0502098},
year = {2013}
}
Comments
27 pages