Jump locations of jump-diffusion processes with state-dependent rates

DOI10.1088/1751-8121/aa8a90zbMath1386.82046arXiv1701.01920OpenAlexW3103044503MaRDI QIDQ4595430

Christopher E. Miles, James P. Keener

Publication date: 30 November 2017

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

Full work available at URL: https://arxiv.org/abs/1701.01920

zbMATH Keywords

stochastic processesintegrate-and-firejump-diffusionstate-dependent rates

Mathematics Subject Classification ID

Diffusion processes (60J60) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)

Related Items (3)

Extension of generalized Kramers theory in the spatial diffusion regime: diffusion of Brownian particles in periodic potential ⋮ Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps ⋮ Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets

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