most citedConstruction of the quasi-potential for linear SDEs using false quasi-potentials and a geometric recursion

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math.PR2018★ 2 cited

Construction of the quasi-potential for linear SDEs using false quasi-potentials and a geometric recursion

M. K. Cameron

The quasi-potential is a key concept of the Large Deviation Theory for Stochastic Differential Equations (SDEs). Once the quasi-potential with respect to an attractor of the corres…