Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view

DOI10.1016/j.jmaa.2009.06.070zbMath1175.93209arXiv1107.2277OpenAlexW1906260424MaRDI QIDQ1034567

Anup Biswas, Vivek S. Borkar

Publication date: 6 November 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.2277

zbMATH Keywords

Hamilton-Jacobi equationviscosity solutiondiffusionssmall noise limitinvariant density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Related Items (8)

Limit behavior of the invariant measure for Langevin dynamics ⋮ On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems ⋮ Fluctuation analysis for a class of nonlinear systems with fast periodic sampling and small state-dependent white noise ⋮ Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions ⋮ Exit time and invariant measure asymptotics for small noise constrained diffusions ⋮ Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions ⋮ Controlled equilibrium selection in stochastically perturbed dynamics ⋮ Asymptotics of the Invariant Measure in Mean Field Models with Jumps

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