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math.PR2014
Scaling Limit for the Diffusion Exit Problem, a Survey
Sergio A. Almada Monter
In this review, an outline of the so called Freidlin-Wentzell theory and its recent extensions is given. Broadly, this theory studies the exponential rate at which the probabilitie…
math.PR2010
Scaling Limit for the Diffusion Exit Problem in the Levinson Case
Sergio Angel Almada Monter, Yuri Bakhtin
The exit problem for small perturbations of a dynamical system in a domain is considered. It is assumed that the unperturbed dynamical system and the domain satisfy the Levinson co…