Scaling limits and exit law for multiscale diffusions

DOI10.3233/ASY-131207zbMath1370.37102arXiv1207.5482MaRDI QIDQ5417067

Konstantinos V. Spiliopoulos, Sergio Angel Almada

Publication date: 15 May 2014

Published in: Asymptotic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.5482

zbMATH Keywords

exit problem; multiscale dynamics; small noise; conditional rare event; Gaussian correction

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34F05: Ordinary differential equations and systems with randomness

37H10: Generation, random and stochastic difference and differential equations

34E13: Multiple scale methods for ordinary differential equations