Random perturbations of dynamical systems

Mark I Freidlin, Alexander D Wentzell
Paper From BibTeX import
Grundlehren der mathematischen Wissenschaften 260, 1998

Notes

When comparing smoothing priors with dynamically consistent alternatives, riva2026random invokes Freidlin-Wentzell theory to show that the small-noise rate function for an SDE coincides with a dynamical consistency penalty, giving a principled bridge from SDE paths to ODE solutions.

References

No references yet.