On the Asymptotics of the Transition Density of Processes with Small Diffusion
From MaRDI portal
Publication:4143949
DOI10.1137/1121063zbMath0367.60035OpenAlexW2068449678MaRDI QIDQ4143949
Publication date: 1976
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1121063
Related Items (16)
A hyperbolic approach to elliptic and parabolic singular perturbation problems ⋮ Nonsmooth nonoscillating WKB-Maslov-type asymptotics for linear parabolic PDE ⋮ Stability of Lyapunov exponents ⋮ Global-in-time asymptotic solutions to Kolmogorov-Feller-type parabolic pseudodifferential equations with small parameter-forward- and backward-in-time motion ⋮ Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential ⋮ Nonsmooth Nonoscillating Exponential-type Asymptotics for Linear Parabolic PDE ⋮ Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise ⋮ Stochastic stability of the topological pressure ⋮ Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation ⋮ Fast-slow partially hyperbolic systems versus Freidlin-Wentzell random systems ⋮ Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations ⋮ Forward and backward in time Cauchy problems for systems of parabolic-type PDE with a small parameter ⋮ On the principal eigenvalue in a singular perturbation problem with hyperbolic limit points and circles ⋮ Quantum systems with external electromagnetic fields: The large mass asymptotics ⋮ Second term of the logarithmic asymptotics of path integrals ⋮ Gel’fand–Yaglom type equations for calculating fluctuations around instantons in stochastic systems
This page was built for publication: On the Asymptotics of the Transition Density of Processes with Small Diffusion
