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

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

2005-02-04

arxiv.org/abs/math/0502098v1

Mathematics

Probability

27 pages

Scientific paper

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.

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