31 citations · 31 across the 2 of their papers we have counts for
2 papers
math.PR2026
Exact Asymptotics for the Exit Time Probabilities of Scalar Ornstein-Uhlenbeck Bridges
Feng Zhao, Yang Li, Jianlong Wang +2
This paper aims to derive accurate asymptotic estimates for the exit time probabilities of scalar Ornstein-Uhlenbeck (OU) bridges. The exit time probabilities are expressed as an a…
math.DS2020★ 31 cited
A Machine Learning Framework for Computing the Most Probable Paths of Stochastic Dynamical Systems
Yang Li, Jinqiao Duan, Xianbin Liu
The emergence of transition phenomena between metastable states induced by noise plays a fundamental role in a broad range of nonlinear systems. The computation of the most probabl…