One-dimensional ventsel-freidlin theory and its analogue for singular perturbations of degenerate diffusions

DOI10.1080/17442508708833441zbMath0611.60023OpenAlexW2056397676MaRDI QIDQ3750713

Carol Bezuidenhout

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833441

zbMATH Keywords

singular perturbationsdegenerate diffusionsVentsel-Freidlin theory

Mathematics Subject Classification ID

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

Cites Work

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• A large deviations principle for small perturbations of random evolution equations
• Singular perturbations of degenerate diffusions
• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
• Functional Integration and Partial Differential Equations. (AM-109)
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• On the growth of stochastic integrals

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