Book contents
- Frontmatter
- Contents
- Preface
- Introduction: Motivating examples
- I Foundations
- II Existence and Uniqueness
- III Properties of solutions
- 9 Markov properties and Kolmogorov equations
- 10 Absolute continuity and Girsanov's theorem
- 11 Large time behaviour of solutions
- 12 Small noise asymptotic
- A Linear deterministic equations
- B Some results on control theory
- C Nuclear and Hilbert - Schmidt operators
- D Dissipative mappings
- Bibliography
- Index
12 - Small noise asymptotic
Published online by Cambridge University Press: 21 March 2010
- Frontmatter
- Contents
- Preface
- Introduction: Motivating examples
- I Foundations
- II Existence and Uniqueness
- III Properties of solutions
- 9 Markov properties and Kolmogorov equations
- 10 Absolute continuity and Girsanov's theorem
- 11 Large time behaviour of solutions
- 12 Small noise asymptotic
- A Linear deterministic equations
- B Some results on control theory
- C Nuclear and Hilbert - Schmidt operators
- D Dissipative mappings
- Bibliography
- Index
Summary
- Type
- Chapter
- Information
- Stochastic Equations in Infinite Dimensions , pp. 346 - 378Publisher: Cambridge University PressPrint publication year: 1992