Asymptotic Exit Time Distributions

DOI10.1137/0142012zbMath0482.60058OpenAlexW2010586013MaRDI QIDQ3940585

No author found.

Publication date: 1982

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0142012

zbMATH Keywords

asymptotic behaviorstochastic perturbationattracting critical point

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (9)

On the Asymptotic and Numerical Analyses of Exponentially III‐Conditioned Singularly Perturbed Boundary Value Problems ⋮ Slowest first passage times, redundancy, and menopause timing ⋮ On the asymptotics of occurrence times of rare events for stochastic spin systems. ⋮ Large deviations and a Kramers' type law for self-stabilizing diffusions ⋮ First exit times of SDEs driven by stable Lévy processes ⋮ Precise asymptotics of small eigenvalues of reversible diffusions in the metastable regime ⋮ Metastable behaviour of small noise Lévy-Driven diffusions ⋮ First exit times for Lévy-driven diffusions with exponentially light jumps ⋮ Competition between slow and fast regimes for extreme first passage times of diffusion

This page was built for publication: Asymptotic Exit Time Distributions