The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps (Q5157723)
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scientific article; zbMATH DE number 7411730
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps |
scientific article; zbMATH DE number 7411730 |
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The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps (English)
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20 October 2021
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Freidlin-Wentzell theory
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large deviations principle
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accelerated small noise Lévy diffusions
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first passage times
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first exit location
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strongly tempered stable Lévy measure
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