Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions
From MaRDI portal
Publication:6145697
DOI10.1007/s00440-023-01246-0zbMath1530.60035MaRDI QIDQ6145697
No author found.
Publication date: 9 January 2024
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
viscosity solutionsingularitydiffusion processdegeneracyWKB expansionmultiscale dynamicstransient dynamicsabsorbing stateeigenfunction asymptoticquasi-stationary distribution (QSD)sub-exponential large deviation principle
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Diffusion processes (60J60) Large deviations (60F10) Ordinary differential equations and systems with randomness (34F05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An introduction to the Aubry-Mather theory
- Slow manifold reduction of a stochastic chemical reaction: exploring Keizer's paradox
- Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinc\-tion
- Asymptotic analysis of invariant density of randomly perturbed dynamical systems
- Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
- Quasi-stationary distributions and diffusion models in population dynamics
- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
- Asymptotic expansions of the invariant density of a Markov process with a small parameter
- Infinite-dimensional dynamical systems in mechanics and physics.
- Elliptic partial differential equations of second order
- Dirichlet's and Thomson's principles for non-selfadjoint elliptic operators with application to non-reversible metastable diffusion processes
- Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
- Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues
- Quasi-stationary distributions and population processes
- Quasistationary distributions for one-dimensional diffusions with singular boundary points
- Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes
- More on the long time stability of Feynman-Kac semigroups
- Transient dynamics of absorbed singular diffusions
- The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. II
- Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula
- Quasi-stationary distributions for queueing and other models
- The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. I
- Exit event from a metastable state and Eyring-Kramers law for the overdamped Langevin dynamics
- Sharp asymptotics of the first exit point density
- Large deviations for stationary probabilities of a family of continuous time Markov chains via Aubry-Mather theory
- Integral identity and measure estimates for stationary Fokker-Planck equations
- Quasi-stationary distributions for discrete-state models
- A quasistationary analysis of a stochastic chemical reaction: Keizer's paradox
- Small eigenvalues of the Neumann realization of the semiclassical Witten Laplacian
- On the uniqueness of solutions of stochastic differential equations. II
- On the uniqueness of solutions of stochastic differential equations
- Exponential convergence to quasi-stationary distribution and \(Q\)-process
- Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes
- Transient chaos. Complex dynamics in finite-time scales
- Sharp spectral asymptotics for nonreversible metastable diffusion processes
- Ultracontractivity for Markov Semigroups and Quasi-Stationary Distributions
- Quasi-Stationary Distributions
- Kramers' law: Validity, derivations and generalisations
- Random Perturbations of Dynamical Systems
- Uniqueness of Quasistationary Distributions and Discrete Spectra when ∞ is an Entrance Boundary and 0 is Singular
- Viscosity Solutions of Hamilton-Jacobi Equations
- Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion
- Recent progress on the small parameter exit problem†
- Persistence of Dynamical Systems under Random Perturbations
- The Exit Problem for Randomly Perturbed Dynamical Systems
- Large deviations and quasi-stationarity for density-dependent birth-death processes
- Théorème KAM faible et théorie de Mather sur les systèmes lagrangiens
- Spectra, exit times and long time asymptotics in the zero-white-noise limit
- Metastability of Nonreversible Random Walks in a Potential Field and the Eyring‐Kramers Transition Rate Formula
- On the exponential exit law in the small parameter exit problem
- Stochastic Analysis of Biochemical Systems
- Stochastic Models for Structured Populations
- WKB theory of large deviations in stochastic populations
- Solutions of ordinary differential equations as limits of pure jump markov processes
- Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
- Optimal Transport
- General criteria for the study of quasi-stationarity
