Small diffusion asymptotics for exit problems on graphs

MaRDI QIDQ3414415zbMATH OpenFDO

Authors Mark Freidlin, Matthias Weber

Publication date 8 January 2007

zbMATH Keywords

diffusion processes on graphssmall diffusion asymptotics

Mathematics Subject Classification ID

Perturbations, asymptotics of solutions to ordinary differential equations (34E10) Ordinary differential equations and systems with randomness (34F05) Large deviations (60F10) Diffusion processes (60J60)

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• Periodic homogenization with an interface: the multi-dimensional case
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• Exponential asymptotics in the small parameter exit problem
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