Stochastic escape processes from a non-symmetric potential normal form II: the marginal case

DOI10.1088/0305-4470/30/7/011zbMath0927.60084OpenAlexW1973773951MaRDI QIDQ4248494

Manuel O. Cáceres, Miguel Angel Fuentes, Carlos E. Budde

Publication date: 7 December 1999

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/30/7/011

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Related Items (5)

Weak noise and non-hyperbolic unstable fixed points: sharp estimates on transit and exit times ⋮ Passage time statistics in exponential distributed time-delay models: noisy asymptotic dynamics ⋮ Passage time statistics in a stochastic Verhulst model ⋮ Exponential distributed time-delay nonlinear models: Monte Carlo simulations ⋮ Finite-velocity diffusion in the presence of a force

This page was built for publication: Stochastic escape processes from a non-symmetric potential normal form II: the marginal case