Asymptotic expansions of the invariant density of a Markov process with a small parameter
type: Item
instance of: scholarly article
title: Asymptotic expansions of the invariant density of a Markov process with a small parameter
zbMATH Open document ID: 0653.60027
author: Toshio Mikami
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1988-01-01T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77333
review text: The asymptotic expansion of the invariant density of Markov processes which are small random perturbations of dynamical systems is proved near the origin in the case when the Freidlin-Wentzell quasi potential has the only minimum at the origin. This result is generalized to a final one which will appear in Ann. Probab., Asymptotic analysis of invariant densities of randomly perturbed dynamical systems.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4066034
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: invariant density of Markov processes
zbMATH Keywords: small random perturbations of dynamical systems
zbMATH Keywords: Freidlin-Wentzell quasi potential
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 4066034