Singular perturbations of degenerate diffusions
From MaRDI portal
degenerate diffusionslarge deviations theoremsingular perturbationssmall random perturbationsstochastic control theory
Ordinary differential equations and systems with randomness (34F05) Singular perturbations in context of PDEs (35B25) Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60)
Recommendations
- One-dimensional ventsel-freidlin theory and its analogue for singular perturbations of degenerate diffusions
- scientific article; zbMATH DE number 1116658
- scientific article; zbMATH DE number 1159490
- Small perturbation of diffusions in inhomogeneous media
- A large deviations principle for small perturbations of random evolution equations
Cited in
(21)- Exit problem and control theory
- Stable dynamical systems under small perturbations
- Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems)
- Singularity of two diffusions on \({\mathcal C}_ \infty\)
- Diffusions with singular drift related to wave functions
- Large deviations and functional law of the iterated logarithm for random processes
- Singular perturbations of finite dimensional gradient flows
- On a probabilistic approach to a problem of semi-classical analysis
- A discrete-time version of the Wentzell-Freidlin theory
- Large deviations theorems for empirical measures in Freidlin-Wentzell exit problems
- Singular perturbation for linear SDE with mean-field interaction
- Large deviations for singular and degenerate diffusion models in adaptive evolution
- One-dimensional ventsel-freidlin theory and its analogue for singular perturbations of degenerate diffusions
- Recent progress on the small parameter exit problem†
- Minimizing Escape Probabilities: A large Deviations Approach
- scientific article; zbMATH DE number 18482 (Why is no real title available?)
- scientific article; zbMATH DE number 1116658 (Why is no real title available?)
- scientific article; zbMATH DE number 4001124 (Why is no real title available?)
- Limit theorems on the exist problems for small random perturbations of dynamical systems I
- Large deviations for solutions of singularly perturbed stochastic differential equations
- scientific article; zbMATH DE number 1453165 (Why is no real title available?)
This page was built for publication: Singular perturbations of degenerate diffusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1103950)