Large deviations for Markov processes corresponding to PDE systems
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Publication:686782
DOI10.1214/aop/1176989280zbMath0776.60037OpenAlexW2092816315MaRDI QIDQ686782
Alexander Eizenberg, Mark I. Freidlin
Publication date: 11 October 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989280
small parameterDirichlet problemssingular perturbationslarge deviationssmall random perturbationsasymptotic behavior of Markov processes
Singular perturbations in context of PDEs (35B25) Diffusion processes (60J60) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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