Small Noise Asymptotics for Invariant Densities for a Class of Diffusions: A Control Theoretic View (with Erratum)
Probability
2011-07-13 v1
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.
Keywords
Cite
@article{arxiv.1107.2277,
title = {Small Noise Asymptotics for Invariant Densities for a Class of Diffusions: A Control Theoretic View (with Erratum)},
author = {Anup Biswas and Vivek S. Borkar},
journal= {arXiv preprint arXiv:1107.2277},
year = {2011}
}
Comments
23 pages; Journal of Mathematical Analysis and Applications, 2009