Metastable behaviour of small noise Lévy-Driven diffusions
نویسندگان
چکیده
منابع مشابه
Metastable Behaviour of Small Noise Lévy-driven Diffusions
Abstract. We consider a dynamical system in R driven by a vector field −U ′, where U is a multi-well potential satisfying some regularity conditions. We perturb this dynamical system by a Lévy noise of small intensity and such that the heaviest tail of its Lévy measure is regularly varying. We show that the perturbed dynamical system exhibits metastable behaviour i.e. on a proper time scale it ...
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We consider a dynamical system in R driven by a vector field −U ′, where U is a multi-well potential satisfying some regularity conditions. We perturb this dynamical system by a Lévy noise of small intensity and such that the heaviest tail of its Lévy measure is regularly varying. We show that the perturbed dynamical system exhibits metastable behaviour i.e. on a proper time scale it reminds of...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2008
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps:2007051