Small noise asymptotics for invariant densities for a class of diffusions: A control theoretic view
暂无分享,去创建一个
[1] R. Khas'minskii. Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations , 1960 .
[2] E. Renshaw,et al. STOCHASTIC DIFFERENTIAL EQUATIONS , 1974 .
[3] W. Fleming. Exit probabilities and optimal stochastic control , 1977 .
[4] R. Khasminskii. Stochastic Stability of Differential Equations , 1980 .
[5] P. Lions,et al. Viscosity solutions of Hamilton-Jacobi equations , 1983 .
[6] S. Shankar Sastry,et al. The effects of small noise on implicitly defined nonlinear dynamical systems , 1983 .
[7] P. Holmes,et al. Nonlinear Oscillations, Dynamical Systems, and Bifurcations of Vector Fields , 1983, Applied Mathematical Sciences.
[8] M. Freidlin,et al. Random Perturbations of Dynamical Systems , 1984 .
[9] D. Ruelle,et al. Ergodic theory of chaos and strange attractors , 1985 .
[10] S. Sheu. Asymptotic behavior of the invariant density of a diffusion Markov process with small diffusion , 1986 .
[11] M. V. Day,et al. Recent progress on the small parameter exit problem , 1987 .
[12] Pierre-Louis Lions,et al. Remarks on the Existence and Uniqueness of Unbounded Viscosity Solutions of Hamilton-Jacobi Equations. , 1987 .
[13] H. Peyton Young,et al. Stochastic Evolutionary Game Dynamics , 1990 .
[14] M. Arisawa. Ergodic problem for the Hamilton-Jacobi-Bellman equation. I. Existence of the ergodic attractor , 1997 .
[15] M. Arisawa. Ergodic problem for the Hamilton-Jacobi-Bellman equation. II , 1998 .
[16] Shuenn-Jyi Sheu,et al. On the Solutions of the Equation Arising from the Singular Limit of Some Eigen Problems , 1999 .
[17] A. Rhandi,et al. Global properties of invariant measures , 2005 .
[18] S. Ethier,et al. Markov Processes: Characterization and Convergence , 2005 .