Lower bound for large deviations for an averaged SDE with a small diffusion

Russian Journal of Mathematical Physics

Volumn 5, Issue 1, 1997, Pages 99-104

  Veretennikov, Alexandre Yu ^a  

^a INSTITUTE FOR INFORMATION TRANSMISSION PROBLEMS   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031312704     PISSN: 10619208     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (6)

1. Benveniste, A., Metivier, M., and Priouret, P. (1987), Algorithmes adaptifs et approximations stochastiques. Théorie et applications à l'identification, au traitment du signal et à la reconnaissance des formes, Masson, Paris.
2. Freǐdlin, M. I. and Wentzell, A. D. (1984), Random Perturbations of Dynamical Systems, Springer-Verlag, New York-Berlin.
3. Veretennikov, A. Yu., On the averaging principle for systems of stochastic differential equations', Math. USSR Sborn. vol. 69 no. 1 (1991), 271-284.
4. Veretennikov, A. Yu., 'On large deviations in averaging principle for stochastic differential equations with periodic coefficients. 1.', Probab. Theory and Math. Stat., Proc. Fifth Vilnius Conf. (1989), Mokslas, Vilnius, vol. 2 (1990), 542-551.
5. Veretennikov, A. Yu., 'On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. 2.', Izv. AN SSSR, Ser. Mat. vol. 55 no. 4 (1991), 691-715.
6. Veretennikov, A. Yu., 'Large deviations in averaging principle for stochastic differential equation systems (noncompact case)', Stochastics and Stochastics Reports vol. 48 (1994), 83-96.