Unpredictability of an exit time

DOI10.1016/0304-4149(96)00065-8zbMath0908.60059OpenAlexW1988471274MaRDI QIDQ1272153

Stella Brassesco

Publication date: 23 November 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(96)00065-8

zbMATH Keywords

stochastic partial differential equationscouplingtunelling

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items

Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance ⋮ Metastability for small random perturbations of a PDE with blow-up ⋮ The Exit Problem from a Neighborhood of the Global Attractor for Dynamical Systems Perturbed by Heavy-Tailed Lévy Processes ⋮ The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise ⋮ Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise

Cites Work

• Unnamed Item
• Unnamed Item
• Some results on small random perturbations of an infinite dimensional dynamical system
• Metastability for a class of dynamical systems subject to small random perturbations
• Small random perturbations of dynamical systems: Exponential loss of memory of the initial condition
• Geometric theory of semilinear parabolic equations
• Coupling and invariant measures for the heat equation with noise
• Exponential Leveling for Stochastically Perturbed Dynamical Systems
• A stochastic model of neural response
• Large fluctuations for a nonlinear heat equation with noise
• A bifurcation problem for a nonlinear partial differential equation of parabolic type^†