2 papers
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…
math.PR2022
On the exit-problem for self-interacting diffusions
Ashot Aleksian, Pierre Del Moral, Aline Kurtzmann +1
We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by for a constant . The first part of this work consists in sh…