Limiting Exit Location Distributions in the Stochastic Exit Problem
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Publication:4337657
DOI10.1137/S0036139994271753zbMath0874.60072arXivadap-org/9407003WikidataQ62796128 ScholiaQ62796128MaRDI QIDQ4337657
Robert S. Maier, Daniel L. Stein
Publication date: 26 May 1997
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/adap-org/9407003
matched asymptotic expansionsWentzell-Freidlin theorylarge deviationsfirst passage timestochastic analysisstochastic exit problemsingular perturbation theoryexit locationlarge fluctuationsAckerberg-O'Malley resonancesaddle point avoidance
Singular perturbations in context of PDEs (35B25) Diffusion processes (60J60) Singular perturbations, turning point theory, WKB methods for ordinary differential equations (34E20)
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