Limiting Exit Location Distributions in the Stochastic Exit Problem
type: Item
instance of: scholarly article
title: Limiting Exit Location Distributions in the Stochastic Exit Problem
zbMATH Open document ID: 0874.60072
DOI: 10.1137/S0036139994271753
author: Robert S. Maier
author: Daniel L. Stein
published in: SIAM Journal on Applied Mathematics
publication date: 1997-05-26T00:00:00Z
full work available at URL: https://arxiv.org/abs/adap-org/9407003
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 35B25
Mathematics Subject Classification ID: 34E20
zbMATH DE Number: 1012894
zbMATH Keywords: stochastic exit problem
zbMATH Keywords: large fluctuations
zbMATH Keywords: large deviations
zbMATH Keywords: Wentzell-Freidlin theory
zbMATH Keywords: exit location
zbMATH Keywords: saddle point avoidance
zbMATH Keywords: first passage time
zbMATH Keywords: matched asymptotic expansions
zbMATH Keywords: singular perturbation theory
zbMATH Keywords: stochastic analysis
zbMATH Keywords: Ackerberg-O'Malley resonance
Wikidata QID: Q62796128
MaRDI profile type: Publication
arXiv ID: adap-org/9407003
DBLP publication ID: journals/siamam/MaierS97
description: scientific article; zbMATH DE number 1012894