Metastable behaviour of small noise Lévy-Driven diffusions (Q5190291)
From MaRDI portal
scientific article; zbMATH DE number 5681389
Language | Label | Description | Also known as |
---|---|---|---|
English | Metastable behaviour of small noise Lévy-Driven diffusions |
scientific article; zbMATH DE number 5681389 |
Statements
Metastable behaviour of small noise Lévy-Driven diffusions (English)
0 references
15 March 2010
0 references
Lévy process
0 references
jump diffusion
0 references
heavy tail
0 references
regular variation
0 references
metastability
0 references
extreme events
0 references
first exit time
0 references
large deviations
0 references
0 references
0 references
0 references
0 references
0 references