Sharp asymptotics of the first exit point density

DOI10.1007/s40818-019-0059-2zbMath1431.60087arXiv1706.08728OpenAlexW2727809857WikidataQ128279031 ScholiaQ128279031MaRDI QIDQ2273642

Giacomo Di Gesù, Boris Nectoux, Dorian Le Peutrec, Tony Lelièvre

Publication date: 24 September 2019

Published in: Annals of PDE (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.08728

zbMATH Keywords

semi-classical analysisexit problemEyring-Kramers formulaWitten Laplacianskinetic Monte Carlo modelsmetastable stochastic process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Continuous-time Markov processes on discrete state spaces (60J27)

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