Asymptotic expansions of the invariant density of a Markov process with a small parameter (Q1107898)

The asymptotic expansion of the invariant density of Markov processes which are small random perturbations of dynamical systems is proved near the origin in the case when the Freidlin-Wentzell quasi potential has the only minimum at the origin. This result is generalized to a final one which will appear in Ann. Probab., Asymptotic analysis of invariant densities of randomly perturbed dynamical systems.