Beyond Wentzell-Freidlin: semi-deterministic approximations for diffusions with small noise and a repulsive critical boundary point
Florin Avram, Jacky Cresson
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2019-07-01
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via math.PR updates on arXiv.org
We extend below a limit theorem of Baker, Chigansky, Hamza and Klebaner (2018) for diffusion models used in population theory.
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