Beyond Wentzell-Freidlin: semi-deterministic approximations for diffusions with small noise and a repulsive critical boundary point

2019/07/01 by Avram, Florin, Cresson, Jacky
#AMS 60J60 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1907.00557

Abstract

We extend below a limit theorem of Baker, Chigansky, Hamza and Klebaner (2018) for diffusion models used in population theory.

Related

• Scaling Limit for the Diffusion Exit Problem, a Survey
• Diffusion laws select boundary conditions
• Escape from the boundary in Markov population processes
• On small-noise equations with degenerate limiting system arising from volatility models
• Stability of non-conservative cross diffusion model and approximation by stochastic particle systems