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math.PR2015
On the behavior of diffusion processes with traps
Mark Freidlin, Leonid Koralov, Alexander Wentzell
We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed to…
math.PR2015★ 16 cited
Large Deviations for the Langevin equation with strong damping
Sandra Cerrai, Mark Freidlin
We study large deviations in the Langevin dynamics, with damping of order $\e^{-1}$ and noise of order , as $\e\downarrow 0$. The damping coefficient is assumed to be state depe…