Large deviations results for the exit problem with characteristic boundary

DOI10.1016/0022-247X(90)90389-WzbMath0780.60060MaRDI QIDQ1813266

Martin V. Day

Publication date: 25 June 1992

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

large deviationsexit problemsmall random perturbation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10)

Related Items (11)

Local action functionals for randomly perturbed dynamical systems on long time intervals^∗ ⋮ Exit time asymptotics for small noise stochastic delay differential equations ⋮ Cycling and skewing of exit measures for planar systems ⋮ Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone ⋮ Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE ⋮ Noise-induced tipping under periodic forcing: Preferred tipping phase in a non-adiabatic forcing regime ⋮ Some results on the problem of exit from a domain ⋮ Lévy walk with multiple internal states ⋮ Metastability and exit problems for systems of stochastic reaction-diffusion equations ⋮ Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models ⋮ Stability of Traveling Waves on Exponentially Long Timescales in Stochastic Reaction-Diffusion Equations

Cites Work

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• Diffusion Across Characteristic Boundaries with Critical Points
• Large Deviations Estimates for Systems with Small Noise Effects, and Applications to Stochastic Systems Theory
• Recent progress on the small parameter exit problem^†
• Boundary Local Time and Small Parameter Exit Problems with Characteristic Boundaries
• A Singular Perturbation Method for the Computation of the Mean First Passage Time in a Nonlinear Filter
• Small Random perturbation of dynamical systems with reflecting boundary
• Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets^†

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