Beyond Wentzell-Freidlin: semi-deterministic approximations for diffusions with small noise and a repulsive critical boundary point

Florin Avram; Jacky Cresson

Beyond Wentzell-Freidlin: semi-deterministic approximations for diffusions with small noise and a repulsive critical boundary point

Probability 2019-07-02 v1

Authors: Florin Avram , Jacky Cresson

Abstract

We extend below a limit theorem of Baker, Chigansky, Hamza and Klebaner (2018) for diffusion models used in population theory.

Keywords

diffusion processes

Cite

@article{arxiv.1907.00557,
  title  = {Beyond Wentzell-Freidlin: semi-deterministic approximations for diffusions with small noise and a repulsive critical boundary point},
  author = {Florin Avram and Jacky Cresson},
  journal= {arXiv preprint arXiv:1907.00557},
  year   = {2019}
}