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Localization results for densities associated with stable small-noise diffusions

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Publication:1089998
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DOI10.1007/BF00319299zbMath0621.60061OpenAlexW2000941187MaRDI QIDQ1089998

Martin V. Day

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

zbMATH Keywords

localization results for densitiesstable small-noise diffusions


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)




Cites Work

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  • 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
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