THE AVERAGING PRINCIPLE AND THEOREMS ON LARGE DEVIATIONS

Abstract

ContentsIntroduction § 1. Null approximation and normal deviations § 2. Large deviations from the averaged system § 3. Large deviations. Continuation § 4. Moderate deviations § 5. The behaviour of the system over large time intervals § 6. Examples. Remarks § 7. The averaging principle for stochastic differential equations § 8. Inequalities for the probabilities of large deviationsReferences