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

Alexander Yu. Veretennikov
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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.

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Alexander Yu. Veretennikov. 2005-02-04. On large deviations in the averaging principle for SDE's with a "full dependence", correction. https://doi.org/10.3934/dcdsb.2013.18.523

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