scientific article; zbMATH DE number 1286413

zbMATH Open0922.60032MaRDI QIDQ4242880FDOQ4242880

Authors: Fubao Xi 

Publication date: 14 October 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

large deviationexit timesmall perturbation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (11)

• Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function
• Exponential asymptotics in the small parameter exit problem
• Asymptotic Distribution of Exit Times for Small-Noise Diffusions
• Mean exit time and escape probability for the Ornstein–Uhlenbeck process
• Asymptotic representations for characteristics of exit from an interval for stochastic processes with independent increments
• Large deviations application to exit times for switched Markov processes
• Title not available (Why is that?)
• Mean Exit times for Particles Driven by Weakly Colored Noise
• Conditional exits for small noise diffusions with characteristic boundary
• Exit asymptotics for small diffusion about an unstable equilibrium
• Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift

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