Annealed large deviations for diffusions in a random Gaussian shear flow drift
نویسندگان
چکیده
منابع مشابه
Large deviations for Gaussian diffusions with delay
Dynamical systems driven by nonlinear delay SDEs with small noise can exhibit important rare events on long timescales. When there is no delay, classical large deviations theory quantifies rare events such as escapes from nominally stable fixed points. Near such fixed points one can approximate nonlinear delay SDEs by linear delay SDEs. Here, we develop a fully explicit large deviations framewo...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2001
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(01)00081-3