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math.PR2018
Simultaneous Small Noise Limit for Singularly Perturbed Slow-Fast Coupled Diffusions
Siva R. Athreya, Vivek S. Borkar, K. Suresh Kumar +1
We consider a simultaneous small noise limit for a singularly perturbed coupled diffusion described by \begin{eqnarray*} dX^{\varepsilon}_t &=& b(X^{\varepsilon}_t, Y^{\varepsilon}…
math.PR2009
A Class of degenerate Stochastic differential equations with non-Lipschitz coefficients
K. Suresh Kumar
We obtain sufficient condition for SDEs to evolve in the positive orthant. We use comparison theorem arguments to achieve this. As a result we prove the existence of a unique stron…