On the behavior of diffusion processes with traps

DOI10.1214/16-AOP1134zbMath1411.60042arXiv1510.05187OpenAlexW2963416838MaRDI QIDQ1681604

Alexander D. Wentzell, Leonid Koralov, Mark I. Freidlin

Publication date: 24 November 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.05187

zbMATH Keywords

large deviationsexit problemmetastable distributionsnonstandard boundary problem

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Large deviations (60F10)

Related Items (7)

Metastable distributions of Markov chains with rare transitions ⋮ On stochastic perturbations of slowly changing dynamical systems ⋮ Diffusion in the presence of cells with semi-permeable membranes ⋮ On diffusions in media with pockets of large diffusivity ⋮ On the long-time behavior of a perturbed conservative system with degeneracy ⋮ From continuous-time random walks to controlled-diffusion reaction ⋮ On the critical value of the coupling constant in exterior elliptic problems

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