Sharp asymptotics of the first exit point density
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Publication:2273642
DOI10.1007/s40818-019-0059-2zbMath1431.60087arXiv1706.08728MaRDI QIDQ2273642
Tony Lelièvre, Giacomo Di Gesù, Dorian Le Peutrec, Boris Nectoux
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
semi-classical analysis; exit problem; Eyring-Kramers formula; Witten Laplacians; kinetic Monte Carlo models; metastable stochastic process
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
58J65: Diffusion processes and stochastic analysis on manifolds
60J27: Continuous-time Markov processes on discrete state spaces