Metastable behaviour of small noise Lévy-driven diffusions

ESAIM - Probability and Statistics

Volumn 12, Issue , 2008, Pages 412-437

  Imkeller, Peter ^a   Pavlyukevich, Ilya ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Extreme events; First exit time; Heavy tail; Jump diffusion; Large deviations; L vy process; Metastability; Regular variation

Indexed keywords

EID: 69849093931     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:2007051     Document Type: Article

References (22)