Exit time and invariant measure asymptotics for small noise constrained diffusions

DOI10.1016/j.spa.2011.01.006zbMath1221.60035OpenAlexW2160072695MaRDI QIDQ544497

Anup Biswas, Amarjit Budhiraja

Publication date: 15 June 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.01.006

zbMATH Keywords

large deviationsconstrained diffusionscoupling at pseudo-atomexponential levelingsmall noise asymptotics

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Large deviations (60F10)

Related Items (6)

On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems ⋮ Equivalences and counterexamples between several definitions of the uniform large deviations principle ⋮ Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains ⋮ Uniform large deviation principles of fractional stochastic reaction-diffusion equations on unbounded domains ⋮ A characterization of the reflected quasipotential ⋮ Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data

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