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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Small perturbations of random evolution equations with reflection in Hölder norm
Exit probabilities and optimal stochastic control
Large deviations and functional iterated logarithm law for diffusion processes
Coordination in multiagent systems and Laplacian spectra of digraphs
Action functional for diffusions in discontinuous media
Large deviations for stochastic fractional differential equations
The limiting behaviour of Solow's model with uncertainty when the variance goes to zero
The projection method for reaching consensus and the regularized power limit of a stochastic matrix
Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms
Blow-up solutions of the stochastic nonlocal heat equations
The Dirichlet-to-Neumann map, viscosity solutions to eikonal equations, and the self-dual equations of pattern formation
Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points
Equilibrium selection in evolutionary games with random matching of players
Principal eigenvalues, topological pressure, and stochastic stability of equilibrium states
The first exit problem of reaction-diffusion equations for small multiplicative Lévy noise
Metastability of Ising and Potts models without external fields in large volumes at low temperatures
On the stationary distribution of self-sustained oscillators around bifurcation points.
scientific article; zbMATH DE number 3964584 (Why is no real title available?)
The exponential leveling and the Ventcel-Freidlin ``minimal action function
A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
Random composing of mappings, small stochastic perturbations and attractors
Pointwise bounds on eigenfunctions and wave packets in N-body quantum systems. V: Lower bounds and path integrals
Thermalisation for small random perturbations of dynamical systems
On the long-time behavior of a perturbed conservative system with degeneracy
Some regularity results on the Ventcel-Freidlin quasi-potential function
On singular perturbations in variational inequalities
Large deviations principle for white noise distributions with growth condition
Large deviation of small perturbation of some unstable systems
Small random perturbations of one-dimensional diffusion processes
Metastable behavior of stochastic dynamics: A pathwise approach
Hypoelliptic Laplacian, analytical twist and Cheeger-Müller theorem
Reaction rate theory: What it was, where is it today, and where is it going?
M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres
Approximation of ordinary differential equations by stochastic differential equations
Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach
Freidlin-Wentzell's large deviations for stochastic evolution equations
Metastability for nonlinear random perturbations of dynamical systems
The first passage problem for stable linear delay equations perturbed by power law Lévy noise
Exit problem and control theory
A cyclic representation of discrete coordination procedures
Large deviation principle for stochastic heat equation with memory
On the weak-noise limit of Fokker-Planck models
The asymptotic behavior of the principal eigenvalue in a singular perturbation problem with invariant boundaries
Exit time asymptotics for small noise stochastic delay differential equations
Small random perturbations of random evolution equations
Large deviation principles of 2D stochastic Navier–Stokes equations with Lévy noises
Large deviations for Markov jump processes in periodic and locally periodic environments
Quantum stochastic optimization
Some generalizations of wentzell's lower estimates on large deviations
Flows of stochastic dynamical systems: ergodic theory
The Eyring-Kramers law for Markovian jump processes with symmetries
Large deviations principle for a large class of one-dimensional Markov processes
Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
Mathematical models for stock pinning near option expiration dates
On limit measures and their supports for stochastic ordinary differential equations
Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
On noncooperative \(n\)-player principal eigenvalue games
Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
Roads to turbulence in dissipative dynamical systems
The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed Lévy processes
Large deviations for stochastic differential equations on \(S^d\) associated with the critical Sobolev Brownian vector fields
Stochastic stability in three-player games with time delays
Robustness in biological regulatory networks. I: Mathematical approach
Recent progress on the small parameter exit problem^†
On large deviations of solutions of nonlinear stochastic equations
Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients
Resonant rectification of fluctuations in a Brownian ratchet
A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures
Large deviations and scaling limit
Moderate deviation principles for stochastic differential equations with jumps
The inverse problem for small random perturbations of dynamical systems
The first boundary exit point of a diffusion process with small diffusion
On the exponential exit law in the small parameter exit problem
Stochastic stability of the topological pressure
The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
On the convergence domain in the differential model of reaching a consensus
Flux in tilted potential systems: negative resistance and persistence
Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems)
Large deviation principle for McKean-Vlasov SDEs with non-Lipschitz coefficients
Quasipotentials for simple noisy maps with complicated dynamics
Limit theorems on the exit problems for small random perturbations of dynamical systems. II
Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula
Large deviation principle for complex solution to squared Bessel SDE
The statistical foundation of entropy in extended irreversible thermodynamics
Hitting time quasi-metric and its forest representation
One-dimensional ventsel-freidlin theory and its analogue for singular perturbations of degenerate diffusions
Elliptic perturbations of dynamical systems with a proper node
Optimal control of the decay of nonequilibrium statistical correlations
Two-Dimensional Advection-Diffusion Equations with Constant Limiting Solutions
On an extension of Lévy's stochastic area process to higher dimensions
A Primer on Noise-Induced Transitions in Applied Dynamical Systems
A characterization of the reflected quasipotential
Strong solutions and asymptotic behavior of bidomain equations with random noise
Liapunov functions: Geometry and stability
Random walk on the Poincaré disk
A hyperbolic approach to elliptic and parabolic singular perturbation problems
On the asymptotic estimates for exit probabilities and minimum exit rates of diffusion processes pertaining to a chain of distributed control systems
Large deviations of avalanches in the raise and peel model
Bounded random perturbations of the Liapounov number

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