Measure-dependent non-linear diffusions with superlinear drifts: asymptotic behaviour of the first exit-times

DOI10.1214/24-ejp1229MaRDI QIDQ6654834

Julian Tugaut, Ashot Aleksian

Publication date: 20 December 2024

Published in: Electronic Journal of Probability (Search for Journal in Brave)

zbMATH Keywords

large deviations principleFreidlin-Wentzell theoryMcKean-Vlasov stochastic differential equationmulti-well landscapenon-linear diffusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Large deviations (60F10)

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