Metastable behaviors of diffusion processes with small parameter

DOI10.2969/JMSJ/04740755MaRDI QIDQ1915544zbMATH OpenOpenAlexFDO

Authors Makoto Sugiura

Publication date 16 September 1996

Published in Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2969/jmsj/04740755

zbMATH Keywords

diffusion process with small parameterDirichlet boundary value problemexit problemmetastable behaviorsharp asymptotics

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60)

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(19)

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• Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues
• Sharp tunneling estimates for a double-well model in infinite dimension
• Sharp asymptotics of the first exit point density
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• Metastable Markov chains
• Non-reversible metastable diffusions with Gibbs invariant measure. II: Markov chain convergence
• Sharp interface limit for invariant measures of a stochastic Allen-Cahn equation
• The Metastable Behavior of Infrequently Observed, Weakly Random, One-Dimensional Diffusion Processes
• Exponential asymptotics in the small parameter exit problem
• Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points
• Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape
• scientific article; zbMATH DE number 849888 (Why is no real title available?)
• Finite Markov chains coupled to general Markov processes and an application to metastability. II
• Metastability from the large deviations point of view: a \(\varGamma\)-expansion of the level two large deviations rate functional of non-reversible finite-state Markov chains
• Scaling limit of small random perturbation of dynamical systems
• Metastability and time scales for parabolic equations with drift. I: The first time scale
• Metastable -expansion of finite state Markov chains level two large deviations rate functions

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