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Jul 4, 2017 at 9:36 comment added megaproba What about $d z = - U'(z) d t + \sqrt{2} d W$ where $U$ is confining potential?
Mar 23, 2011 at 16:05 vote accept Nate Eldredge
Mar 23, 2011 at 16:04 comment added Nate Eldredge Thanks, this looks like a good example. If I take $\alpha = 1$, $a=1$, I guess my petite set is $[-2,2]$.
Mar 23, 2011 at 9:14 history answered Alekk CC BY-SA 2.5