Asymptotic exponentiality of exit times

DOI10.1016/0167-7152(83)90024-XzbMATH Open0521.60084OpenAlexW1970251968MaRDI QIDQ1055096FDOQ1055096

Authors: Federico Marchetti 

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(83)90024-x

zbMATH Keywords

asymptotic behaviourprincipal eigenvaluesingular perturbation theoryexit timesdiffusion on manifolds

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the exponential exit law in the small parameter exit problem
• Solutions of ordinary differential equations as limits of pure jump markov processes
• Spectra of domains in compact manifolds
• Asymptotic estimates for the principal eigenvalue of the Laplacian in a geodesic ball
• Limit theorems in stochastic biochemical modelling
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (3)

• Delayed-exponential approximation of a linear homogeneous diffusion model of neuron
• Association rates of diffusion-controlled reactions in two dimensions
• Competition between slow and fast regimes for extreme first passage times of diffusion

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