Exit time asymptotics for small noise stochastic delay differential equations

DOI10.3934/dcds.2018135zbMath1410.60055arXiv1710.09771OpenAlexW2962951767MaRDI QIDQ1661106

David Lipshutz

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

zbMATH Keywords

exit timestochastic delay differential equationsmall noise asymptoticsdelayed dynamicsuniform large deviation principle

Mathematics Subject Classification ID

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)

Related Items (6)

Queues with Updating Information: Finding the Amplitude of Oscillations ⋮ Equivalences and counterexamples between several definitions of the uniform large deviations principle ⋮ On the perception of some geometric properties of rotating three dimensional objects ⋮ Metastability and exit problems for systems of stochastic reaction-diffusion equations ⋮ The first passage problem for stable linear delay equations perturbed by power law Lévy noise ⋮ Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations

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