ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS

DOI10.1070/RM1970V025N01ABEH001254zbMATH Open0297.34053MaRDI QIDQ4050964FDOQ4050964

Authors: Mark Freidlin, Alexander D. Wentzell

Publication date: 1970

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

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

Cited In (only showing first 100 items - show all)

Large Deviations for Stochastic Fractional Differential Equations
Large deviations principle for white noise distributions with growth condition
Large deviation principle for stochastic heat equation with memory
On noncooperative \(n\)-player principal eigenvalue games
Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients
A cyclic representation of discrete coordination procedures
Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
The Eyring-Kramers law for Markovian jump processes with symmetries
Large deviations and scaling limit
Moderate deviation principles for stochastic differential equations with jumps
Action functional for diffusions in discontinuous media
Freidlin-Wentzell's large deviations for stochastic evolution equations
Stochastic stability in three-player games with time delays
Robustness in biological regulatory networks. I: Mathematical approach
Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points
A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
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
Coordination in multiagent systems and Laplacian spectra of digraphs
Blow-up solutions of the stochastic nonlocal heat equations
Some regularity results on the Ventcel-Freidlin quasi-potential function
Metastable behavior of stochastic dynamics: A pathwise approach
The inverse problem for small random perturbations of dynamical systems
Large deviation of small perturbation of some unstable systems
Hypoelliptic Laplacian, analytical twist and Cheeger-Müller theorem
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
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
Reaction rate theory: What it was, where is it today, and where is it going?
On the weak-noise limit of Fokker-Planck models
The first boundary exit point of a diffusion process with small diffusion
On large deviations of solutions of nonlinear stochastic equations
Title not available (Why is that?)
Thermalisation for small random perturbations of dynamical systems
Small random perturbations of one-dimensional diffusion processes
The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise
Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
Resonant rectification of fluctuations in a Brownian ratchet
Metastability of Ising and Potts models without external fields in large volumes at low temperatures
Small random perturbations of random evolution equations
Flows of stochastic dynamical systems: ergodic theory
On the convergence domain in the differential model of reaching a consensus
Roads to turbulence in dissipative dynamical systems
Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms
The exponential leveling and the Ventcel-Freidlin ``minimal action function
Large deviations for Markov jump processes in periodic and locally periodic environments
The projection method for reaching consensus and the regularized power limit of a stochastic matrix
The Dirichlet-to-Neumann map, viscosity solutions to eikonal equations, and the self-dual equations of pattern formation
Principal eigenvalues, topological pressure, and stochastic stability of equilibrium states
Random composing of mappings, small stochastic perturbations and attractors
The asymptotic behavior of the principal eigenvalue in a singular perturbation problem with invariant boundaries
Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures
Metastability for nonlinear random perturbations of dynamical systems
Exit problem and control theory
Equilibrium selection in evolutionary games with random matching of players
Some generalizations of wentzell's lower estimates on large deviations
Exit probabilities and optimal stochastic control
Exit time asymptotics for small noise stochastic delay differential equations
On the long-time behavior of a perturbed conservative system with degeneracy
On singular perturbations in variational inequalities
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
Recent progress on the small parameter exit problem^†
On the stationary distribution of self-sustained oscillators around bifurcation points.
Approximation of ordinary differential equations by stochastic differential equations
M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres
The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
Small perturbations of random evolution equations with reflection in Hölder norm
Large deviations and functional iterated logarithm law for diffusion processes
The first passage problem for stable linear delay equations perturbed by power law Lévy noise
Quantum stochastic optimization
On limit measures and their supports for stochastic ordinary differential equations
On the exponential exit law in the small parameter exit problem
Stochastic stability of the topological pressure
Large deviations principle for a large class of one-dimensional Markov processes
Combined error estimates for local fluctuations of SPDEs
The zeroth law of thermodynamics and volume-preserving conservative system in equilibrium with stochastic damping
Localization results for densities associated with stable small-noise diffusions
The Buck-Passing Game
On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems
Large deviations approach to a one-dimensional, time-periodic stochastic model of pattern formation
A consistent measure for lattice Yang–Mills
Title not available (Why is that?)
Stable dynamical systems under small perturbations
Large deviations of avalanches in the raise and peel model
Asymptotic analysis of mean exit time for dynamical systems with a single well potential
A general nonconvex large deviation result. II.
A Primer on Noise-Induced Transitions in Applied Dynamical Systems
Random walk on the Poincaré disk
The statistical foundation of entropy in extended irreversible thermodynamics
Elliptic perturbations of dynamical systems with a proper node
Stationary distribution of a Lotka-Volterra model with stochastic perturbations and distributed delay
Poissonian asymptotics of a randomly perturbed dynamical system: Flip-flop of the stochastic disk dynamo
Pathwise large deviations for white noise chaos expansions
Stochastic instability and Liapunov stability
Liapunov functions: Geometry and stability
Using control to shape stochastic escape and switching dynamics
A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition

This page was built for publication: ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4050964)