2 papers
math.PR2005
Examples of moderate deviation principle for diffusion processes
A. Guillin, R. Liptser
Taking into account some likeness of moderate deviations (MD) and central limit theorems (CLT), we develop an approach, which made a good showing in CLT, for MD analysis of a famil…
math.PR2003
MDP for integral functionals of fast and slow processes with averaging
A. Guillin, R. Liptser
We establish large deviation principle (LDP) for the family of vector-valued random processes defined as $$ X^ε_t=\frac{1}{ε^κ}\int_0^t H(ξ^ε_s,Y^ε_s)ds, dY^ε_t=…