Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise
From MaRDI portal
Publication:638267
DOI10.1214/ECP.v16-1622zbMath1233.60037arXiv1101.1436OpenAlexW2123845228MaRDI QIDQ638267
Peter Imkeller, Michael A. Högele, Arnaud Debussche
Publication date: 9 September 2011
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1101.1436
first exit timessmall noise asymptoticsregularly varying Lévy processstochastic reaction diffusion equation with heavy-tailed Lévy noise
Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Other natural sciences (mathematical treatment) (92F99)
Related Items
Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance, Stochastic reaction-diffusion equations driven by jump processes, Metastability: A Brief Introduction Through Three Examples, The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise