Large deviations and exit time asymptotics for diffusions and stochastic resonance.

MaRDI QIDQ3542143zbMATH OpenFDO

Authors Dierk Peithmann

Publication date 28 November 2008

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Large deviations (60F10) Diffusion processes (60J60)

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Cited in

(9)

• Statistics of entrance times
• Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance
• On the exit time and stochastic homogenization of isotropic diffusions in large domains
• Large deviations for fast transport stochastic RDEs with applications to the exit problem
• Large time asymptotics for the fluctuation SPDE in the Kuramoto synchronization model
• Asymptotic behaviour of randomised fractional volatility models
• A theoretical analysis of Guyon's toy volatility model
• Large deviations and a Kramers' type law for self-stabilizing diffusions
• Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach

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