Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion

DOI10.1137/0517034zbMath0599.60073OpenAlexW2076580044MaRDI QIDQ3734814

Shuen-Yi Sheu

Publication date: 1986

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0517034

zbMATH Keywords

invariant measuregrowth conditionsinvariant densitysmall diffusion

Mathematics Subject Classification ID

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

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