Asymptotic expansions of the invariant density of a Markov process with a small parameter

Toshio Mikami

Annales de l'I.H.P. Probabilités et statistiques (1988)

  • Volume: 24, Issue: 3, page 403-424
  • ISSN: 0246-0203

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Mikami, Toshio. "Asymptotic expansions of the invariant density of a Markov process with a small parameter." Annales de l'I.H.P. Probabilités et statistiques 24.3 (1988): 403-424. <http://eudml.org/doc/77333>.

@article{Mikami1988,
author = {Mikami, Toshio},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {asymptotic expansion; invariant density of Markov processes; small random perturbations of dynamical systems; Freidlin-Wentzell quasi potential},
language = {eng},
number = {3},
pages = {403-424},
publisher = {Gauthier-Villars},
title = {Asymptotic expansions of the invariant density of a Markov process with a small parameter},
url = {http://eudml.org/doc/77333},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Mikami, Toshio
TI - Asymptotic expansions of the invariant density of a Markov process with a small parameter
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1988
PB - Gauthier-Villars
VL - 24
IS - 3
SP - 403
EP - 424
LA - eng
KW - asymptotic expansion; invariant density of Markov processes; small random perturbations of dynamical systems; Freidlin-Wentzell quasi potential
UR - http://eudml.org/doc/77333
ER -

References

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  1. [1] M.V. Day, On the Asymptotic Relation Between Equilibrium Density and Exit Measure in the Exit Problem, Stochastics, Vol. 2, 1984, pp. 303-330. Zbl0526.60052MR749379
  2. [2] M.V. Day, Recent Progress on the Small Parameters Exit Problem, Stochastics, Vol. 20, 1987, pp. 121-150. Zbl0612.60067MR877726
  3. [3] M.V. Day, Localization Results for Densities Associated with Stable Small-Noise Diffusions, preprint. Zbl0621.60061MR931508
  4. [4] M.I. Freidlin and A.D. Wentzell, Random Perturbations of Dynamical Systems, Springer-Verlag, New York, 1984. Zbl0522.60055MR722136
  5. [5] R.Z. Has'minskii, Stochastic Stability of Differential Equations, SIJTHOFF and NOORDHOFF Eds., Alphen ann den Rijn, the Netherlands, 1980. MR600653
  6. [6] S. Watanabe, Analysis of Wiener Functionals (Malliavin Calculus) and its Applications to Heat Kernel, The Annals of Probability, Vol. 15, 1987, No. 1, pp. 1-39. Zbl0633.60077MR877589

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