Estimating the most probable transition time for stochastic dynamical systems

DOI10.1088/1361-6544/abf33dzbMath1484.60061arXiv2006.10979OpenAlexW3036646933MaRDI QIDQ4997328

Wei Wei, Ying Chao, Yuanfei Huang, Jin-qiao Duan

Publication date: 29 June 2021

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.10979

zbMATH Keywords

rare eventsstochastic differential equationsmetastable statesOnsager-Machlup action functionalmost probable transition time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation ⋮ Stochastic dynamics and data science

Cites Work

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