Recent progress on the small parameter exit problem†

DOI10.1080/17442508708833440zbMath0612.60067MaRDI QIDQ3753215

Martin V. Day

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833440

zbMATH Keywords

Dirichlet problem; small diffusion; asymptotic behavior of the equilibrium density; regularity of the Ventcel-Freidlin quasi-potential function

Mathematics Subject Classification ID

60J60: Diffusion processes

60F10: Large deviations

34E20: Singular perturbations, turning point theory, WKB methods for ordinary differential equations

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Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points, Cycling and skewing of exit measures for planar systems, Large Fluctuations in a Periodically Driven Dynamical System, Local action functionals for randomly perturbed dynamical systems on long time intervals^∗, The exponential leveling and the Ventcel-Freidlin ``minimal action function, The exponential leveling in elliptic singular perturbation problems with complicated attractors, Large deviations and a Kramers' type law for self-stabilizing diffusions, First exit times for Lévy-driven diffusions with exponentially light jumps, Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view, Some results on the problem of exit from a domain, Regularity of boundary quasi-potentials for planar systems, Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential, A scaling theory of bifurcations in the symmetric weak-noise escape problem., The exit problem for diffusions with time-periodic drift and stochastic resonance, Large deviations results for the exit problem with characteristic boundary, Observable and hidden singular features of large fluctuations in nonequilibrium systems, Perturbed Dynamical Systems with an Attracting Singularity and Weak Viscosity Limits in Hamilton-Jacobi Equations

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