On the asymptotic relation between equilibrium density and exit measure in the exit problem

DOI10.1080/17442508408833306zbMath0526.60052OpenAlexW2072734862MaRDI QIDQ3040247

Martin V. Day

Publication date: 1984

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508408833306

zbMATH Keywords

equilibrium measureequilibrium densitysmall noiseexite problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic stability in control theory (93E15)

Related Items (6)

The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. II ⋮ Localization results for densities associated with stable small-noise diffusions ⋮ The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. I ⋮ Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing ⋮ Sharp asymptotics of the first exit point density ⋮ Some regularity results on the Ventcel-Freidlin quasi-potential function

Cites Work

• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• Exponential Leveling for Stochastically Perturbed Dynamical Systems
• The Exit Problem for Randomly Perturbed Dynamical Systems
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