Metastable behaviour of small noise Lévy-Driven diffusions

DOI10.1051/ps:2007051zbMath1205.60113arXivmath/0601771OpenAlexW2128778853MaRDI QIDQ5190291

Peter Imkeller, Ilya Pavlyukevitch

Publication date: 15 March 2010

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601771

zbMATH Keywords

regular variationmetastabilitylarge deviationsLévy processheavy tailfirst exit timejump diffusionextreme events

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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