Asymptotic Exit Time Distributions

DOI10.1137/0142012MaRDI QIDQ3940585zbMATH OpenOpenAlexFDO

Authors

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 behaviorattracting critical pointstochastic perturbation

Mathematics Subject Classification ID

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

Cited in

(9)

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

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