Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise
DOI10.1002/cpa.22177arXiv2103.04837OpenAlexW3133869517MaRDI QIDQ6202051
Eric Vanden-Eijnden, Tobias Schäfer, Tobias Grafke
Publication date: 21 February 2024
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.04837
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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