Recent progress on the small parameter exit problem†

DOI10.1080/17442508708833440zbMath0612.60067OpenAlexW2085482925MaRDI QIDQ3753215

Martin V. Day

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833440

zbMATH Keywords

Dirichlet problemsmall diffusionasymptotic behavior of the equilibrium densityregularity of the Ventcel-Freidlin quasi-potential function

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10) Singular perturbations, turning point theory, WKB methods for ordinary differential equations (34E20)

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Cites Work

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• The exterior sphere condition for the Ventcel-Freidlin quasi-potential function
• Some regularity results on the Ventcel-Freidlin quasi-potential function
• Laplace's method revisited: Weak convergence of probability measures
• Exit probabilities and optimal stochastic control
• Diffusion Across Characteristic Boundaries with Critical Points
• Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Persistence of Dynamical Systems under Random Perturbations
• Certain Results Concerning Small Random Perturbations of Dynamical Systems
• The Exit Problem: A New Approach to Diffusion Across Potential Barriers

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