ON THE BEHAVIOR OF DIFFUSION PROCESSES WITH TRAPS
成果类型：
Article
署名作者：
Freidlin, M.; Koralov, L.; Wentzell, A.
署名单位：
University System of Maryland; University of Maryland College Park; Tulane University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/16-AOP1134
发表日期：
2017
页码：
3202-3222
关键词：
摘要：
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.