First-Order Dynamics Driven by Rapid Markovian Jumps

DOI10.1137/0149111zbMATH Open0683.60042OpenAlexW2047445963MaRDI QIDQ4733197FDOQ4733197

Authors: Małgorzata M. Kłosek, Zeev Schuss, B. J. Matkowsky 

Publication date: 1989

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0149111

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zbMATH Keywords

Markov jump processpotentialfirst passage timesingular perturbationstable dynamicsforward and backward master equations

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Cited In (4)

• Approximation and decomposition of singularly perturbed stochastic hybrid systems
• Singular perturbations in noisy dynamical systems
• Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates
• Constructive role of noise: Fast fluctuation asymptotics of transport in stochastic ratchets

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