Control of Exit Time for Lagrangian Systems with Weak Noise

DOI10.1007/978-3-0348-0021-1_11zbMath1250.82031OpenAlexW191022299MaRDI QIDQ2904876

Agnessa Kovaleva

Publication date: 24 August 2012

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0021-1_11

zbMATH Keywords

large deviationsnonlinear stochastic systemsexit time control

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with control and optimization (35Q93)

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