Metastable behaviors of diffusion processes with small parameter

DOI10.2969/JMSJ/04740755zbMath0845.60081OpenAlexW2052604482MaRDI QIDQ1915544

Makoto Sugiura

Publication date: 16 September 1996

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/04740755

zbMATH Keywords

Dirichlet boundary value problemexit problemsharp asymptoticsmetastable behaviordiffusion process with small parameter

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10)

Related Items (13)

Finite Markov Chains Coupled to General Markov Processes and An Application to Metastability II ⋮ Metastable Markov chains ⋮ Non-reversible metastable diffusions with Gibbs invariant measure. II: Markov chain convergence ⋮ Metastability from the large deviations point of view: a \(\varGamma\)-expansion of the level two large deviations rate functional of non-reversible finite-state Markov chains ⋮ Scaling limit of small random perturbation of dynamical systems ⋮ Exponential asymptotics in the small parameter exit problem ⋮ Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape ⋮ Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points ⋮ Sharp interface limit for invariant measures of a stochastic Allen-Cahn equation ⋮ Sharp asymptotics of the first exit point density ⋮ Sharp tunneling estimates for a double-well model in infinite dimension ⋮ Metastability of one-dimensional, non-reversible diffusions with periodic boundary conditions ⋮ Poincaré and logarithmic Sobolev constants for metastable Markov chains via capacitary inequalities

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