Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Martingales (Mathematics) --- Martingales (Mathematics). --- 519.216 --- 519.216 Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Stochastic processes

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose domains of attraction meet in a separating manifold with several saddle points. Extending a method developed by Imkeller and Pavlyukevich it proves that in contrast to a Gaussian perturbation, the expected exit and transition times between the domains of attraction depend polynomially on the noise intensity in the small intensity limit. Moreover the solution exhibits metastable behavior: there is a polynomial time scale along which the solution dynamics correspond asymptotically to the dynamic behavior of a finite-state Markov chain switching between the stable states.

Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Mathematics. --- Dynamics. --- Ergodic theory. --- Partial differential equations. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Dynamical Systems and Ergodic Theory. --- Partial Differential Equations. --- Differentiable dynamical systems. --- Differential equations, Partial. --- Distribution (Probability theory) --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Differential dynamical systems --- Dynamical systems, Differentiable --- Dynamics, Differentiable --- Differential equations --- Global analysis (Mathematics) --- Topological dynamics --- Partial differential equations --- Distribution (Probability theory. --- Differential equations, partial. --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Dynamical systems --- Kinetics --- Mechanics, Analytic --- Force and energy --- Mechanics --- Physics --- Statics --- Ergodic transformations --- Continuous groups --- Mathematical physics --- Measure theory --- Transformations (Mathematics)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)