Some Problems Concerning Stability under Small Random Perturbations

DOI10.1137/1117031zbMath0268.93032OpenAlexW2025631246MaRDI QIDQ5685929

Mark I. Freidlin, Alexander D. Wentzell

Publication date: 1972

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1117031

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Perturbations of ordinary differential equations (34D10) Ordinary differential equations and systems with randomness (34F05)

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Large deviations principle for white noise distributions with growth condition ⋮ Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems ⋮ Self-adjoint approximations of the degenerate Schrödinger operator ⋮ Remarks on elliptic singular perturbation problems ⋮ Exit time asymptotics for small noise stochastic delay differential equations ⋮ Thermalisation for small random perturbations of dynamical systems ⋮ Gaussian stochastic volatility models: scaling regimes, large deviations, and moment explosions ⋮ Scaling limit of small random perturbation of dynamical systems ⋮ A characterization of the reflected quasipotential ⋮ The exit problem for small random perturbations of dynamical systems with a hyperbolic fixed point ⋮ An introduction to the theory of large deviations ⋮ Exit probabilities and optimal stochastic control ⋮ Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness ⋮ A singular perturbation model of reliability in systems control ⋮ Mean exit time for the overdamped Langevin process: the case with critical points on the boundary

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