Asymptotics for Exit Problem and Principal Eigenvalue for a Class of Non-Local Elliptic Operators Related to Diffusion Processes with Random Jumps and Vanishing Diffusion

zbMath1338.60198arXiv1105.3614MaRDI QIDQ5747082

Ross G. Pinsky

Publication date: 11 February 2014

Full work available at URL: https://arxiv.org/abs/1105.3614

zbMATH Keywords

principal eigenvaluediffusion processesexit problemrandom jumpsnon-local differential operator

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Estimates of eigenvalues in context of PDEs (35P15) Diffusion processes (60J60)

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