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Markov Perturbations on Large Time Intervals

  • M. I. Freidlin
  • A. D. Wentzell
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 260)

Abstract

In this chapter we consider families of diffusion processes (X t ɛ, P x ɛ) on a connected manifold M.

Keywords

Markov Chain Invariant Measure Mathematical Expectation Large Time Interval Limit Behavior 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • M. I. Freidlin
    • 1
  • A. D. Wentzell
    • 2
  1. 1.Department of MathematicsUniversity of MarylandCollege ParkUSA
  2. 2.Department of MathematicsTulane UniversityNew OrleansUSA

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