Weak noise and non-hyperbolic unstable fixed points: sharp estimates on transit and exit times

DOI10.3150/14-BEJ643zbMath1336.60111arXiv1307.4255OpenAlexW2140310991MaRDI QIDQ888481

Giambattista Giacomin, Mathieu Merle

Publication date: 30 October 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.4255

zbMATH Keywords

stochastic differential equationsSchrödinger equationexit timesmartingale theorytransit timesunstable non-hyperbolic fixed points

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

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