Small Noise Asymptotics for Invariant Densities for a Class of Diffusions: A Control Theoretic View (with Erratum)

Details Small Noise Asymptotics for Invariant Densities for a Class of Diffusions: A Control Theoretic View (with Erratum) Small Noise Asymptotics for Invariant Densities for a Class of Diffusions: A Control Theoretic View (with Erratum)

2011-07-12

arxiv.org/abs/1107.2277v1

Mathematics

Probability

23 pages; Journal of Mathematical Analysis and Applications, 2009

Scientific paper

10.1016/j.jmaa.2009.06.070

The uniqueness argument in the proof of Theorem 5, p. 483, of "Small noise
asymptotics for invariant densities for a class of diffusions: a control
theoretic view, J. Math. Anal. and Appl. (2009) " is flawed. We give here a
corrected proof.

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