Freidlin–Wentzell theory

GPTKB entity

Statements (15)
Predicate Object
gptkbp:instanceOf gptkb:logic
gptkbp:appliesTo dynamical systems with small random perturbations
gptkbp:describes asymptotic behavior of stochastic processes
gptkbp:field gptkb:probability_theory
stochastic processes
gptkbp:focusesOn large deviations
https://www.w3.org/2000/01/rdf-schema#label Freidlin–Wentzell theory
gptkbp:namedAfter gptkb:Mark_Freidlin
Alexander D. Wentzell
gptkbp:publishedIn 1970s
gptkbp:relatedTo stochastic differential equations
exit problem
large deviation principle
gptkbp:bfsParent gptkb:Donsker–Varadhan_theory
gptkbp:bfsLayer 6