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Exit time and invariant measure asymptotics for small noise constrained diffusions - MaRDI portal

Exit time and invariant measure asymptotics for small noise constrained diffusions (Q544497)

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scientific article; zbMATH DE number 5908018
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Exit time and invariant measure asymptotics for small noise constrained diffusions
scientific article; zbMATH DE number 5908018

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    Exit time and invariant measure asymptotics for small noise constrained diffusions (English)
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    15 June 2011
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    large deviations
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    constrained diffusions
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    small noise asymptotics
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    exponential leveling
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    coupling at pseudo-atom
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