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
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