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arXiv · 1107.2277

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

Anup Biswas·Vivek S. Borkar
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Abstract

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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Anup Biswas, Vivek S. Borkar. 2011-07-12. Small Noise Asymptotics for Invariant Densities for a Class of Diffusions: A Control Theoretic View (with Erratum). https://doi.org/10.1016/j.jmaa.2009.06.070

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