Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations
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Publication:2790736
DOI10.1090/tran/6574zbMath1378.60104arXiv1310.6023OpenAlexW2204405519MaRDI QIDQ2790736
Yu. Yu. Bakhtin, Andrzej Świȩch
Publication date: 8 March 2016
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.6023
Hamilton-Jacobi-Bellman equationviscosity solutionscaling limitsmall noiseelliptic partial differential equationexit problemsDoob's \(h\)-transformregion of strong regularitymulti-dimensional diffusion processes
Central limit and other weak theorems (60F05) Diffusion processes (60J60) Large deviations (60F10) Second-order elliptic equations (35J15) Hamilton-Jacobi equations (35F21)
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