Simultaneous Small Noise Limit for Singularly Perturbed Slow-Fast Coupled Diffusions

Author:

Athreya Siva R.,Borkar Vivek S.,Kumar K. Suresh,Sundaresan RajeshORCID

Funder

ISF-UGC

Science and Engineering Research Board

Robert Bosch Center for Cyber-Physical Systems

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference46 articles.

1. Arapostathis, A., Borkar, V.S., Ghosh, M.K.: Ergodic Control of Diffusion Processes, Volume 143 of Encyclopedia of Mathematics and its Applications. Cambridge University Press, Cambridge (2012)

2. Athreya, K .B., Hwang, Chii-Ruey: Gibbs measures asymptotics. Sankhya A 72(1), 191–207 (2010)

3. Allinger, D.F., Mitter, Sanjoy K.: New results on the innovations problem for non-linear filtering. Stochastics 4(4), 339–348 (1981)

4. Athreya, S.R., Sunder, V.S.: Measure & Probability. Universities Press, CRC Press, Hyderabad (2008)

5. Biswas, A., Borkar, Vivek S.: Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view. J. Math. Anal. Appl. 360(2), 476–484 (2009)

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