scientific article; zbMATH DE number 1925187
zbMATH Open1017.60070MaRDI QIDQ4707124FDOQ4707124
Authors: Alexander Spivak, Zeev Schuss 
Publication date: 11 August 2003
Full work available at URL: https://eudml.org/doc/50225
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of functional analysis in statistical physics (46N55)
Cited In (14)
- The Kramers problem revisited: A minimal path approximation to the Langevin equation
- A Direct Approach to the Exit Problem
- Critical behavior of the Kramers escape rate in asymmetric classical field theories
- Dispersion of the prehistory distribution for non-gradient systems
- Phase reduction in the noise induced escape problem for systems close to reversibility
- Exit distribution problem of high-dimension Kramers system
- Noise-induced escape on time scales preceding quasistationary: New developments in the Kramers problem
- The Exit Distribution on the Stochastic Separatrix in Kramers' Exit Problem
- A scaling theory of bifurcations in the symmetric weak-noise escape problem.
- The exit problem at weak noise, the two-variable quasipotential, and the Kramers problem
- Exit location distribution in the stochastic exit problem by the generalized cell mapping method
- Large fluctuations in multiattractor systems and the generalized Kramers problem
- Title not available (Why is that?)
- The Kramers problem: Beyond quasi-stationarity
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