Exit time asymptotics for small noise stochastic delay differential equations
DOI10.3934/dcds.2018135zbMath1410.60055arXiv1710.09771OpenAlexW2962951767MaRDI QIDQ1661106
Publication date: 16 August 2018
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.09771
exit timestochastic delay differential equationsmall noise asymptoticsdelayed dynamicsuniform large deviation principle
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic functional-differential equations (34K50)
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