On large deviations in the averaging principle for SDEs with a full dependence
成果类型：
Article
署名作者：
Veretennikov, AY
署名单位：
Russian Academy of Sciences; Kharkevich Institute for Information Transmission Problems of the RAS
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
1999
页码：
284-296
关键词：
摘要：
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.