On Large Deviations in the Averaging Principle for SDEs with a “Full Dependence”
Veretennikov, A. Yu.
Ann. Probab., Tome 27 (1999) no. 1, p. 284-296 / Harvested from Project Euclid
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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.
Publié le : 1999-01-14
Classification:  Large deviations,  averaging,  stochastic differential equation,  60F10,  60J60 
@article{1022677263,
     author = {Veretennikov, A. Yu.},
     title = {On Large Deviations in the Averaging Principle for SDEs with a
		 ``Full Dependence''},
     journal = {Ann. Probab.},
     volume = {27},
     number = {1},
     year = {1999},
     pages = { 284-296},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022677263}
}

Veretennikov, A. Yu. On Large Deviations in the Averaging Principle for SDEs with a
		 “Full Dependence”. Ann. Probab., Tome 27 (1999) no. 1, pp.  284-296. http://gdmltest.u-ga.fr/item/1022677263/