scientific article; zbMATH DE number 1785744

MaRDI QIDQ4547115zbMATH OpenFDO

Authors Makoto Sugiura

Publication date 22 February 2004

zbMATH Keywords

eigenvaluesdiffusionmean exit time

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cited in

(9)

• Exponential asymptotics in the small parameter exit problem
• Boundary Local Time and Small Parameter Exit Problems with Characteristic Boundaries
• Exit time and principal eigenvalue of non-reversible elliptic diffusions
• Metastable Markov chains
• The exit problem for certain dynamical systems with small poisson disturbances
• Asymptotic behaviour of small solutions of singularly perturbed problems
• Mean exit time for the overdamped Langevin process: the case with critical points on the boundary
• Asymptotic analysis of mean exit time for dynamical systems with a single well potential
• Finite Markov chains coupled to general Markov processes and an application to metastability. II

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