Metastable behaviour of small noise Lévy-Driven diffusions (Q5190291)

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scientific article; zbMATH DE number 5681389
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Metastable behaviour of small noise Lévy-Driven diffusions
scientific article; zbMATH DE number 5681389

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    Metastable behaviour of small noise Lévy-Driven diffusions (English)
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    15 March 2010
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    Lévy process
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    jump diffusion
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    heavy tail
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    regular variation
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    metastability
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    extreme events
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    first exit time
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    large deviations
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