Recent progress on the small parameter exit problem†
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Publisher
Informa UK Limited
Link
http://www.tandfonline.com/doi/pdf/10.1080/17442508708833440
Reference19 articles.
1. The exterior sphere condition for the Ventcel-Freidlin quasi-potential function
2. On the asymptotic relation between equilibrium density and exit measure in the exit problem
3. Some regularity results on the Ventcel-Freidlin quasi-potential function
4. Exit probabilities and optimal stochastic control
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