scientific article; zbMATH DE number 3826915

zbMATH Open0522.60055MaRDI QIDQ3672830FDOQ3672830

Alexander D. Wentzell, Mark Freidlin

Publication date: 1984

Title of this publication is not available (Why is that?)

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invariant measure singular perturbation problems exponential estimates averaging principle for random processes large deviations of random processes

Mathematics Subject Classification ID

Large deviations (60F10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Generation, random and stochastic difference and differential equations (37H10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic analysis (60Hxx)

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Sufficient and necessary condition for the convergence of stochastic approximation algorithms
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Concentration of the first eigenfunction for a second order elliptic operator
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A large deviation principle for fluids of third grade
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On heat conductors with a stationary hot spot
Tunnelling in Nonlocal Evolution Equations
Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems
Diffusion in Hamiltonian systems with a small stochastic perturbation
Kinetics of phase transitions in two dimensional Ising models studied with the string method
First passage times of general sequences of random vectors: A large deviations approach
On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems.
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Tunneling in two dimensions
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Large deviations for infinite dimensional stochastic dynamical systems
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Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems
Some regularity results on the Ventcel-Freidlin quasi-potential function
Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems
On the stability of diffusion processes with state-dependent switching
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Feller property and exponential ergodicity of diffusion processes with state-dependent switching
Dynamical systems and variational inequalities
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Markov chains with exponentially small transition probabilities: first exit problem from a general domain. I: The reversible case.
Markov chains with exponentially small transition probabilities: First exit problem from a general domain. II: The general case.
Small perturbations and stochastic games
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Nonlinear diffusion with a bounded stationary level surface
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Maximum likelihood drift estimation for multiscale diffusions
Non-equilibrium thermodynamics of piecewise deterministic Markov processes
Well-posedness and large deviations of the stochastic modified Camassa-Holm equation
Phase transitions and metastability in Markovian and molecular systems
Imitation processes with small mutations
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An evolutionary model of Bertrand oligopoly
Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation
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