Scaling limit for the diffusion exit problem in the Levinson case

DOI10.1016/j.spa.2010.09.002zbMath1266.37020arXiv1006.2766OpenAlexW1973134272MaRDI QIDQ617907

Sergio Angel Almada Monter, Yu. Yu. Bakhtin

Publication date: 14 January 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.2766

zbMATH Keywords

exit problemsmall noiserare eventLevinson case

Mathematics Subject Classification ID

Diffusion processes (60J60) Generation, random and stochastic difference and differential equations (37H10)

Related Items

Universal statistics of incubation periods and other detection times via diffusion models, Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations, On Gumbel limit for the length of reactive paths

Cites Work

• The first boundary value problem for \(\epsilon\Delta u+A(x,y)u_x+B(x,y)u_y+C(x,y)u =D(x,y)\) for small \(\epsilon\)
• Small noise limit for diffusions near heteroclinic networks
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