Asymptotic exponentiality of exit times

DOI10.1016/0167-7152(83)90024-XMaRDI QIDQ1055096zbMATH OpenOpenAlexFDO

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 behaviourdiffusion on manifoldsexit timesprincipal eigenvaluesingular perturbation theory

Mathematics Subject Classification ID

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

Cites work

• Asymptotic estimates for the principal eigenvalue of the Laplacian in a geodesic ball
• scientific article; zbMATH DE number 3890462 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 3699420 (Why is no real title available?)
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• Limit theorems in stochastic biochemical modelling
• 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

Cited in

(3)

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

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