AVERAGING PRINCIPLE OF SDE WITH SMALL DIFFUSION: MODERATE DEVIATIONS

By Arnaud Guillin. 2003

68 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/23189339b4d6bde57e1cd45172e2d01b91eadaae

Citations in the corpus

• Moderate Deviation Principles for Stochastic Differential Equations with Jumps (2014, unknown): “Additional results involving moderate deviations and the averaging principle were obtained in [42, 41, 52].”