Asymptotic expansions of the invariant density of a Markov process with a small parameter
From MaRDI portal
Publication:1107898
zbMath0653.60027MaRDI QIDQ1107898
Publication date: 1988
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1988__24_3_403_0
asymptotic expansionFreidlin-Wentzell quasi potentialinvariant density of Markov processessmall random perturbations of dynamical systems
Related Items
Limit behavior of the invariant measure for Langevin dynamics, Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential, Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions, The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise, The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise, Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view