Asymptotic analysis of invariant density of randomly perturbed dynamical systems

DOI10.1214/AOP/1176990843MaRDI QIDQ918031zbMATH OpenOpenAlexFDO

Authors Toshio Mikami

Publication date 1990

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176990843

zbMATH Keywords

Freidlin-Wentzell quasipotentialsmall random perturbations

Mathematics Subject Classification ID

Asymptotic expansions of solutions to PDEs (35C20) Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Limit behavior of the invariant measure for Langevin dynamics
• Local action functionals for randomly perturbed dynamical systems on long time intervals^∗
• Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions
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