scientific article; zbMATH DE number 1286413

MaRDI QIDQ4242880zbMATH OpenFDO

Authors Fubao Xi

Publication date 14 October 1999

zbMATH Keywords

exit timelarge deviationsmall perturbation

Mathematics Subject Classification ID

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

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Cited in

(14)

• Conditional exits for small noise diffusions with characteristic boundary
• Asymptotic representations for characteristics of exit from an interval for stochastic processes with independent increments
• Exit asymptotics for small diffusion about an unstable equilibrium
• Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function
• Large deviations application to exit times for switched Markov processes
• Exponential asymptotics in the small parameter exit problem
• Spectra, exit times and long time asymptotics in the zero-white-noise limit
• Small random perturbations of one-dimensional diffusion processes
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• Asymptotic Distribution of Exit Times for Small-Noise Diffusions
• Mean exit time and escape probability for the Ornstein–Uhlenbeck process

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