On large deviations in the averaging principle for SDE's with a 'full dependence,'' revisited

Alexander Veretennikov

doi:10.3934/dcdsb.2013.18.523

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2013, Volume 18, Issue 2: 523-549. Doi: 10.3934/dcdsb.2013.18.523

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On large deviations in the averaging principle for SDE's with a "full dependence,'' revisited

Alexander Veretennikov^1,

1.
School of Mathematics, University of Leeds, LS2 9JT

Received: October 31, 2011

Revised: April 30, 2012

Published: February 2013

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Abstract

We establish a 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.

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Mathematics Subject Classification: Primary: 60F10; Secondary: 60H10.

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References

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