Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view (Q1034567): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1906260424 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1107.2277 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic problem for the Hamilton-Jacobi-Bellman equation. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity Solutions of Hamilton-Jacobi Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remarks on the existence and uniqueness of unbounded viscosity solutions of Hamilton-Jacobi equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recent progress on the small parameter exit problem<sup>†</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic theory of chaos and strange attractors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exit probabilities and optimal stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic evolutionary game dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4225410 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5653395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear oscillations, dynamical systems, and bifurcations of vector fields / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3269535 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of regime-switching stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global properties of invariant measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions of the invariant density of a Markov process with a small parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: The effects of small noise on implicitly defined nonlinear dynamical systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4227200 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4730542 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5620934 / rank
 
Normal rank

Latest revision as of 02:58, 2 July 2024

scientific article
Language Label Description Also known as
English
Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
scientific article

    Statements

    Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view (English)
    0 references
    0 references
    0 references
    6 November 2009
    0 references
    diffusions
    0 references
    invariant density
    0 references
    small noise limit
    0 references
    Hamilton-Jacobi equation
    0 references
    viscosity solution
    0 references

    Identifiers