Localization results for densities associated with stable small-noise diffusions
From MaRDI portal
Publication:1089998
DOI10.1007/BF00319299zbMath0621.60061OpenAlexW2000941187MaRDI QIDQ1089998
Publication date: 1988
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00319299
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The fundamental solution of a linear parabolic equation containing a small parameter
- On the asymptotic relation between equilibrium density and exit measure in the exit problem
- Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
- Exponential Leveling for Stochastically Perturbed Dynamical Systems
- Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion
- ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
- Persistence of Dynamical Systems under Random Perturbations
- On the exponential exit law in the small parameter exit problem