Related papers: Scaling Limit for the Diffusion Exit Problem
The exit problem for small perturbations of a dynamical system in a domain is considered. It is assumed that the unperturbed dynamical system and the domain satisfy the Levinson conditions. We assume that the random perturbation affects the…
We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighborhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
The goal of this paper is to supplement the large deviation principle of the Freidlin--Wentzell theory on exit problems for diffusion processes with results of classical central limit theorem kind. We describe a class of situations where…
We consider white noise perturbations of a nonlinear dynamical system in the neighborhood of an unstable critical point with linearization given by a Jordan block of full dimension. For the associated exit problem, we study the joint…
The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with…
This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…
We give a new proof of the vanishing noise limit theorem for exit times of 1-dimensional diffusions conditioned on exiting through a point separated from the starting point by a potential wall. We also prove a scaling limit for exit…
The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…
The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
The goal of this paper is to study the Moderate Deviation Principle (MDP) for a system of stochastic reaction-diffusion equations with a time-scale separation in slow and fast components and small noise in the slow component. Based on weak…
We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…
We consider the problem of minimizing the asymptotic exit rate with which the controlled-diffusion process of a stochastically perturbed multi-channel dynamical system exits from a given bounded open domain. In particular, for a class of…
Noise-induced transitions between multistable states happen in a multitude of systems, such as species extinction in biology, protein folding, or tipping points in climate science. Large deviation theory is the rigorous language to describe…