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Author Bezuidenhout, Carol
Source Project Euclid
Content type Text
File Format PDF
Subject Domain (in DDC) Natural sciences & mathematics ♦ Mathematics
Subject Keyword Stochastic ordinary differential equations (60H10) ♦ Random operators and equations (60H25) ♦ Large deviations (60F10) ♦ Diffusion processes (60J60) ♦ Equations and systems with randomness (34F05) ♦ Singular perturbations (35B25)
Description Large deviations singular perturbations degenerate diffusions exit problem Ventsel-Freidlin theory stochastic control theory
Learning Resource Type Article
Publisher Date 1987-01-01
Journal Ann. Probab.
Volume Number 15
Issue Number 3
Page Count 30
Starting Page 1014
Ending Page 1043