A simple proof of a Kramers' type law for self-stabilizing diffusions

DOI10.1214/16-ECP4160zbMath1336.60060OpenAlexW2296496978MaRDI QIDQ287786

Julian Tugaut

Publication date: 23 May 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ecp/1455560035

zbMATH Keywords

large deviationsexit timecoupling methodself-stabilizing diffusion

Mathematics Subject Classification ID

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

Related Items (3)

Exit-problem of McKean-Vlasov diffusions in double-well landscape ⋮ Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts ⋮ A variational approach to nonlinear and interacting diffusions

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