WIAS Preprint No. 414, (1998)

On Large Deviation Probabilities in Ergodic Theorem for Singularly Perturbed Stochastic Systems


  • Pergamenshchikov, Sergei M

2010 Mathematics Subject Classification

  • 60F10


  • fast and slow components, large deviations, stochastic differential, singular perturbations, ergodic theorem


We consider a two scale system of stochastic differential equations. We study asymptotic properties of integral functionals of slow component of this system and establish some large deviation type estimations for these functionals.

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