On a general approach to Freidlin-Wentzell exit problems for stochastic equations in Banach spaces
Probability
2015-05-13 v2
Abstract
Freidlin and Wentzell characterized the logarithmic asymptotics of the exit time from a basin of attraction for a finite dimensional diffusion with small noise. After that, several authors studied the same properties for exit problems associated to specific infinite dimensional system. In this paper, we present a general method, based a control theoretic approach, to establish exit time and exit place results for a large class of stochastic equations in Banach spaces.
Keywords
Cite
@article{arxiv.1410.0225,
title = {On a general approach to Freidlin-Wentzell exit problems for stochastic equations in Banach spaces},
author = {Michael Salins},
journal= {arXiv preprint arXiv:1410.0225},
year = {2015}
}