The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps

DOI10.1142/S0219493721500192zbMath1474.60146arXiv1904.02125OpenAlexW3082781316MaRDI QIDQ5157723

André de Oliveira Gomes, Michael A. Högele

Publication date: 20 October 2021

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.02125

zbMATH Keywords

first passage timeslarge deviations principleFreidlin-Wentzell theoryaccelerated small noise Lévy diffusionsfirst exit locationstrongly tempered stable Lévy measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Discrete-time Markov processes on general state spaces (60J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Jump processes on general state spaces (60J76)

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Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance ⋮ Large deviations for Lévy diffusions in the small noise regime

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