Biswas, Anup; Budhiraja, Amarjit - In: Stochastic Processes and their Applications 121 (2011) 5, pp. 899-924
Constrained diffusions, with diffusion matrix scaled by small ϵ0, in a convex polyhedral cone G⊂Rk, are considered. Under suitable stability assumptions small noise asymptotic properties of invariant measures and exit times from domains are studied. Let B⊂G be a bounded domain. Under...