Singular perturbations of degenerate diffusions

DOI10.1214/aop/1176992078zbMath0646.60031OpenAlexW2079275658MaRDI QIDQ1103950

Carol Bezuidenhout

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aop/1176992078

zbMATH Keywords

singular perturbationsstochastic control theorysmall random perturbationsdegenerate diffusionslarge deviations theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular perturbations in context of PDEs (35B25) Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60) Large deviations (60F10) Ordinary differential equations and systems with randomness (34F05)

Related Items (4)

One-dimensional ventsel-freidlin theory and its analogue for singular perturbations of degenerate diffusions ⋮ Large deviations and functional law of the iterated logarithm for random processes ⋮ Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems) ⋮ On a probabilistic approach to a problem of semi-classical analysis

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