Ergodic expansions in small noise problems
Ergodic expansions in small noise problems
复制标题
小噪声问题中的遍历展开
DOI：
10.1016/0022-0396(74)90015-1
复制
发表时间：
1974
影响因子：
2.4
通讯作者：
C. Holland
中科院分区：
文献类型：
--
作者：
C. Holland
A class of stochastic differential equations is considered which arises by adding an additive white noise term with a small noise coefficient (2ϵ) 1 2 B and for which there exists a unique ergodic measure. An expansion in powers of ϵ of the expectations of functions with respect to the invariant measure is established. This paper was suggested by work of Fleming in which the corresponding finite time expansions were proven.
