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Results tagged with reference-request
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user 88535
This tag is used if a reference is needed in a paper or textbook on a specific result.
4
votes
0
answers
267
views
Exit time of a stochastic process defined by a SDE
Let $\mathcal{P}$ be a "small particle" trapped in a $n$-dimensional potential. We will assume the dynamics of $\mathcal{P}$ are well described by the stochastic differential equation
\begin{align*}
\ …
- 205
2
votes
0
answers
224
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Geometric ergodicity of dynamical system
I'm working with dynamical systems defined by ODEs and SDEs, in this latter case gradient systems in particular, a special case of Ito diffusions.
I've read that under reasonable assumptions this gr …
- 205