Large Deviations Estimates for Systems with Small Noise Effects, and Applications to Stochastic Systems Theory

DOI10.1137/0324058zbMath0603.93055OpenAlexW1980512542MaRDI QIDQ3741547

Harold J. Kushner, Paul Dupuis

Publication date: 1986

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0324058

zbMATH Keywords

large deviationslong term behaviorcontinuous-time stochastic systemsnoises of large bandwidths and small intensitiesphase locked loop system

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10) Stochastic systems in control theory (general) (93E03) Communication theory (94A05)

Related Items (4)

Exit time asymptotics for small noise stochastic delay differential equations ⋮ Some results on the problem of exit from a domain ⋮ Large deviations results for the exit problem with characteristic boundary ⋮ Large deviation principle for dynamical systems coupled with diffusion-transmutation processes

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