Asymptotic Analysis of Invariant Density of Randomly Perturbed Dynamical Systems
Mikami, Toshio
Ann. Probab., Tome 18 (1990) no. 4, p. 524-536 / Harvested from Project Euclid
The invariant density of diffusion processes which are small random perturbations of dynamical systems can be expanded in W.K.B. type, as the random effect disappears, in the set in which the Freidlin-Wentzell quasipotential $V(\cdot)$ is of $C^\infty$-class and each coefficient which appears in the expansion is of $C^\infty$-class.
Publié le : 1990-04-14
Classification:  Randomly perturbed dynamical systems,  invariant density,  asymptotic expansion,  quasipotential,  60F10,  35C20
@article{1176990843,
     author = {Mikami, Toshio},
     title = {Asymptotic Analysis of Invariant Density of Randomly Perturbed Dynamical Systems},
     journal = {Ann. Probab.},
     volume = {18},
     number = {4},
     year = {1990},
     pages = { 524-536},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990843}
}
Mikami, Toshio. Asymptotic Analysis of Invariant Density of Randomly Perturbed Dynamical Systems. Ann. Probab., Tome 18 (1990) no. 4, pp.  524-536. http://gdmltest.u-ga.fr/item/1176990843/