Scaling Limit for the Diffusion Exit Problem, a Survey

In this review, an outline of the so called Freidlin-Wentzell theory and its recent extensions is given. Broadly, this theory studies the exponential rate at which the probabilities of rare events related to random perturbation of ODE decays. The typical situation is when an ODE has several stable e...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Monter, Sergio A. Almada
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Probability
Online-Zugang:	Volltext bestellen
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