ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Exit time asymptotics for small noise stochastic delay differential equations
Two-Dimensional Advection-Diffusion Equations with Constant Limiting Solutions
Optimal exit probabilities and differential games
The first exit problem of reaction-diffusion equations for small multiplicative Lévy noise
On the long-time behavior of a perturbed conservative system with degeneracy
On singular perturbations in variational inequalities
On the moment stability of stochastic parametrically forced equations with rank one forcing
One-dimensional ventsel-freidlin theory and its analogue for singular perturbations of degenerate diffusions
Elliptic perturbations of dynamical systems with a proper node
An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations
Large deviation principle for complex solution to squared Bessel SDE
Mathematical models for stock pinning near option expiration dates
Large deviations for stochastic differential equations on \(S^d\) associated with the critical Sobolev Brownian vector fields
Onset of pattern formation for the stochastic Allen-Cahn equation
Optimal control of the decay of nonequilibrium statistical correlations
Approximation of ordinary differential equations by stochastic differential equations
On the stationary distribution of self-sustained oscillators around bifurcation points.
Recent progress on the small parameter exit problem^†
On the asymptotic estimates for exit probabilities and minimum exit rates of diffusion processes pertaining to a chain of distributed control systems
Flux in tilted potential systems: negative resistance and persistence
Quasipotentials for simple noisy maps with complicated dynamics
A large deviation theorem for \(U\)-processes
Small perturbations of random evolution equations with reflection in Hölder norm
Large deviations and functional iterated logarithm law for diffusion processes
M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres
Large deviations for stochastic fractional integrodifferential equations
On an extension of Lévy's stochastic area process to higher dimensions
Hitting time quasi-metric and its forest representation
On special properties of some quasi-metrics
An introduction to the theory of large deviations
The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
Quantum stochastic optimization
The first passage problem for stable linear delay equations perturbed by power law Lévy noise
Justification of the exact asymptotics of the fundamental solution for a degenerate parabolic equation with a small parameter
Stochastic stability of measures in gradient systems
Noise induced escape from stable invariant tori
On limit measures and their supports for stochastic ordinary differential equations
Local action functionals for randomly perturbed dynamical systems on long time intervals^∗
Stochastic stability of the topological pressure
Large deviation principle for dynamical systems coupled with diffusion-transmutation processes
On the exponential exit law in the small parameter exit problem
Large deviations principle for a large class of one-dimensional Markov processes
A path integral formalism for non-equilibrium Hamiltonian statistical systems
Collapse of attractors for ODEs under small random perturbations
Large deviations principle for white noise distributions with growth condition
Large deviation principle for stochastic heat equation with memory
Combined error estimates for local fluctuations of SPDEs
Energy landscape and metastability of stochastic Ising and Potts models on three-dimensional lattices without external fields
Localization results for densities associated with stable small-noise diffusions
On noncooperative \(n\)-player principal eigenvalue games
The zeroth law of thermodynamics and volume-preserving conservative system in equilibrium with stochastic damping
Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients
Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
A cyclic representation of discrete coordination procedures
Large deviations approach to a one-dimensional, time-periodic stochastic model of pattern formation
A consistent measure for lattice Yang–Mills
The Eyring-Kramers law for Markovian jump processes with symmetries
Moderate deviation principles for stochastic differential equations with jumps
Large deviations and scaling limit
scientific article; zbMATH DE number 3673314 (Why is no real title available?)
Stable dynamical systems under small perturbations
Action functional for diffusions in discontinuous media
Freidlin-Wentzell's large deviations for stochastic evolution equations
Robustness in biological regulatory networks. I: Mathematical approach
Asymptotic analysis of mean exit time for dynamical systems with a single well potential
Large deviations of avalanches in the raise and peel model
A general nonconvex large deviation result. II.
Stochastic stability in three-player games with time delays
A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points
A Primer on Noise-Induced Transitions in Applied Dynamical Systems
Coordination in multiagent systems and Laplacian spectra of digraphs
Some regularity results on the Ventcel-Freidlin quasi-potential function
Random walk on the Poincaré disk
Metastable behavior of stochastic dynamics: A pathwise approach
Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed Lévy processes
Blow-up solutions of the stochastic nonlocal heat equations
The inverse problem for small random perturbations of dynamical systems
Hypoelliptic Laplacian, analytical twist and Cheeger-Müller theorem
Large deviation of small perturbation of some unstable systems
The statistical foundation of entropy in extended irreversible thermodynamics
Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach
The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
Poissonian asymptotics of a randomly perturbed dynamical system: Flip-flop of the stochastic disk dynamo
The limiting behaviour of Solow's model with uncertainty when the variance goes to zero
Pointwise bounds on eigenfunctions and wave packets in N-body quantum systems. V: Lower bounds and path integrals
Stochastic instability and Liapunov stability
Pathwise large deviations for white noise chaos expansions
Stationary distribution of a Lotka-Volterra model with stochastic perturbations and distributed delay
Liapunov functions: Geometry and stability
On the weak-noise limit of Fokker-Planck models
The buck-passing game
Large deviations for stochastic fractional differential equations
The first boundary exit point of a diffusion process with small diffusion
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition
Reaction rate theory: What it was, where is it today, and where is it going?
A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem
Using control to shape stochastic escape and switching dynamics
On large deviations of solutions of nonlinear stochastic equations

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