Penalization of Nonsmooth Dynamical Systems with Noise: Ergodicity and Asymptotic Formulae for Threshold Crossings Probabilities

Mathieu Laurière, Laurent Mertz. Penalization of Nonsmooth Dynamical Systems with Noise: Ergodicity and Asymptotic Formulae for Threshold Crossings Probabilities. SIAM J. Applied Dynamical Systems, 18(2):853-880, 2019. [doi]

Abstract

Abstract is missing.