2 papers
math.PR2025
Exit-problem for a class of non-Markov processes with path dependency
Ashot Aleksian, Aline Kurtzmann, Julian Tugaut
We study the exit-time of a self-interacting diffusion from an open domain . In particular, we consider the equation $d{X_t} = - \left( \nabla V(X_t) + \fra…
math.PR2025
Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
Ashot Aleksian, Stéphane Villeneuve
This paper investigates the exit-time problem for time-inhomogeneous diffusion processes. The focus is on the small-noise behavior of the exit time from a bounded positively invari…