Jump locations of jump-diffusion processes with state-dependent rates
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Publication:4595430
DOI10.1088/1751-8121/aa8a90zbMath1386.82046arXiv1701.01920OpenAlexW3103044503MaRDI QIDQ4595430
Christopher E. Miles, James P. Keener
Publication date: 30 November 2017
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.01920
Diffusion processes (60J60) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)
Related Items (3)
Extension of generalized Kramers theory in the spatial diffusion regime: diffusion of Brownian particles in periodic potential ⋮ Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps ⋮ Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets
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