Abstract
We consider diffusion processes which arise as random small perturbations of dynamical systems of gradient type. Sharp asymptotics is obtained for the expectation of the first exit time of these diffusions from a bounded domain As an application, we study metastable behavior of these processes. The results include the case where the limit jump process becomes irreducible.
Research partially supported by Japan Society for the Promotion of Science.
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© 1996 Springer-Verlag New York, Inc.
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Sugiura, M. (1996). Sharp Asymptotics of Diffusion Processes with Small Parameter and Applications to Metastable Behavior. In: Funaki, T., Woyczynski, W.A. (eds) Nonlinear Stochastic PDEs. The IMA Volumes in Mathematics and its Applications, vol 77. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8468-7_7
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DOI: https://doi.org/10.1007/978-1-4613-8468-7_7
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