Sharp Asymptotic Estimates for Expectations, Probabilities, and Mean First Passage Times in Stochastic Systems with Small Noise

Tobias Grafke, Tobias Schäfer, Eric Vanden-Eijnden

Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization pro…