Local action functionals for randomly perturbed dynamical systems on long time intervals∗

DOI10.1080/07362999308809318MaRDI QIDQ5289679zbMATH OpenOpenAlexFDO

Authors Toshio Mikami

Publication date 24 November 1993

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999308809318

zbMATH Keywords

exponential decayrandom fluctuationrandom perturbationsrandomly perturbed dynamical systems

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cites work

• Asymptotic analysis of invariant density of randomly perturbed dynamical systems
• Conditional exits for small noise diffusions with characteristic boundary
• Diffusion processes associated with L�vy generators
• scientific article; zbMATH DE number 3826915 (Why is no real title available?)
• scientific article; zbMATH DE number 1266748 (Why is no real title available?)
• Large deviations results for the exit problem with characteristic boundary
• Large deviations theorems for empirical measures in Freidlin-Wentzell exit problems
• Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing
• Metastability for a class of dynamical systems subject to small random perturbations
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Recent progress on the small parameter exit problem^†
• Small random perturbations of dynamical systems: Exponential loss of memory of the initial condition
• Some generalizations of wentzell's lower estimates on large deviations

Cited in

(2)

• Long time behaviour of a local perturbation in the isotropic XY chain under periodic forcing
• Local mixing of random perturbed dynamical systems and its applications.

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