Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions
singularitydegeneracydiffusion processviscosity solutionWKB expansionmultiscale dynamicstransient dynamicsabsorbing stateeigenfunction asymptoticquasi-stationary distribution (QSD)sub-exponential large deviation principle
Large deviations (60F10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Population dynamics (general) (92D25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
- Transient dynamics of absorbed singular diffusions
- On time scales and quasi-stationary distributions for multitype birth-and-death processes
- Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing
- Concentration of quasi-stationary distributions for one-dimensional diffusions with applications
- Quasistationary distributions for one-dimensional diffusions with singular boundary points
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- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
- A quasistationary analysis of a stochastic chemical reaction: Keizer's paradox
- An introduction to the Aubry-Mather theory
- Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion
- Asymptotic analysis of invariant density of randomly perturbed dynamical systems
- Asymptotic expansions of the invariant density of a Markov process with a small parameter
- Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinc\-tion
- Dirichlet's and Thomson's principles for non-selfadjoint elliptic operators with application to non-reversible metastable diffusion processes
- Elliptic partial differential equations of second order
- Exit event from a metastable state and Eyring-Kramers law for the overdamped Langevin dynamics
- Exponential convergence to quasi-stationary distribution and \(Q\)-process
- General criteria for the study of quasi-stationarity
- Infinite-dimensional dynamical systems in mechanics and physics.
- Integral identity and measure estimates for stationary Fokker-Planck equations
- Kramers law: validity, derivations and generalisations
- Large deviations and quasi-stationarity for density-dependent birth-death processes
- Large deviations for stationary probabilities of a family of continuous time Markov chains via Aubry-Mather theory
- Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
- Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes
- Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
- Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues
- Metastability of Nonreversible Random Walks in a Potential Field and the Eyring‐Kramers Transition Rate Formula
- More on the long time stability of Feynman-Kac semigroups
- Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula
- On the exponential exit law in the small parameter exit problem
- On the uniqueness of solutions of stochastic differential equations
- On the uniqueness of solutions of stochastic differential equations. II
- Optimal Transport
- Persistence of Dynamical Systems under Random Perturbations
- Quasi-stationary distributions and diffusion models in population dynamics
- Quasi-stationary distributions and population processes
- Quasi-stationary distributions for discrete-state models
- Quasi-stationary distributions for queueing and other models
- Quasi-stationary distributions. Markov chains, diffusions and dynamical systems.
- Quasistationary distributions for one-dimensional diffusions with singular boundary points
- Random Perturbations of Dynamical Systems
- Recent progress on the small parameter exit problem†
- Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes
- Sharp asymptotics of the first exit point density
- Sharp spectral asymptotics for nonreversible metastable diffusion processes
- Slow manifold reduction of a stochastic chemical reaction: exploring Keizer's paradox
- Small eigenvalues of the Neumann realization of the semiclassical Witten Laplacian
- Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
- Solutions of ordinary differential equations as limits of pure jump markov processes
- Spectra, exit times and long time asymptotics in the zero-white-noise limit
- Stochastic analysis of biochemical systems
- Stochastic models for structured populations. Scaling limits and long time behavior
- The Exit Problem for Randomly Perturbed Dynamical Systems
- The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. I
- The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. II
- Théorème KAM faible et théorie de Mather sur les systèmes lagrangiens
- Transient chaos. Complex dynamics in finite-time scales
- Transient dynamics of absorbed singular diffusions
- Ultracontractivity for Markov semigroups and quasi-stationary distributions
- Uniqueness of Quasistationary Distributions and Discrete Spectra when ∞ is an Entrance Boundary and 0 is Singular
- Viscosity Solutions of Hamilton-Jacobi Equations
- WKB theory of large deviations in stochastic populations
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