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.
Citation
A. Yu. Veretennikov. "On Large Deviations in the Averaging Principle for SDEs with a “Full Dependence”." Ann. Probab. 27 (1) 284 - 296, January 1999. https://doi.org/10.1214/aop/1022677263
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