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On the Behavior of Diffusion Processes with Traps by Freidlin, Mark; Koralov, Leonid; Wentzell, Alexander is a scholarly article available to read on EtoBox.

What is On the Behavior of Diffusion Processes with Traps about?

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 towards the interior of the domain. We describe the limiting behavior of the processes as the magnitude of the drift tends to infinity, and thus the domains become trapping, with the time to exit the domains being exponentially large. In particular, in exponential time scales, metastable distributions between the trapping regions are considered.

Author

Freidlin, Mark; Koralov, Leonid; Wentzell, Alexander

Published

2015

Language

EN