Large deviations principles of Non-Freidlin-Wentzell type

Physics – Mathematical Physics

Scientific paper

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95 pages

Scientific paper

Generalized Large deviation principles of Non-Freidlin-Wentzell type was developed for weakly time inhomogeneous diffusions prove to be key tools for a treatment of the problem of diffusion exit from a domain and thus for the approach of stochastic resonance via transition probabilities between meta-stable states. We expand the classical theory of large deviations for randomly perturbed dynamical systems developed by Freidlin and Wentzell.

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