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 of the joint distribution of the exit time and exit location. We apply our results to the first order Langevin equation in a rough potential, studying both fluctuations around the typical behavior and the conditional limiting exit law, conditional on the rare event of going against the underlying deterministic flow
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
The long-time/large-scale, small-friction asymptotic for the one dimensional Langevin equation with ...
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to w...
AbstractThe exit problem for small perturbations of a dynamical system in a domain is considered. It...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...
The exit problem for small perturbations of a dynamical system in a domain is considered. It is assu...
This article concerns the large deviations regime and the consequent solution of the Kramers problem...
AbstractWe study the long-time asymptotics of a multi-dimensional diffusion with a random potential ...
AbstractThe exit problem for small perturbations of a dynamical system in a domain is considered. It...
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They...
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They...
The effect of small noise in a smooth dynamical system is negligible on any finite time interval; in...
Abstract. In this review, an outline of the so called Freidlin-Wentzell theory and its recent extens...
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
The long-time/large-scale, small-friction asymptotic for the one dimensional Langevin equation with ...
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to w...
AbstractThe exit problem for small perturbations of a dynamical system in a domain is considered. It...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...
The exit problem for small perturbations of a dynamical system in a domain is considered. It is assu...
This article concerns the large deviations regime and the consequent solution of the Kramers problem...
AbstractWe study the long-time asymptotics of a multi-dimensional diffusion with a random potential ...
AbstractThe exit problem for small perturbations of a dynamical system in a domain is considered. It...
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They...
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They...
The effect of small noise in a smooth dynamical system is negligible on any finite time interval; in...
Abstract. In this review, an outline of the so called Freidlin-Wentzell theory and its recent extens...
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
The long-time/large-scale, small-friction asymptotic for the one dimensional Langevin equation with ...
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to w...