Mar 04, 2025
Exit-Problem for a Class of Non-Markov Processes With Path Dependency: The Auxiliary Results by@classpath
New Story
Exit-Problem for a Class of Non-Markov Processes With Path Dependency: The Auxiliary Results
by Class PathMarch 6th, 2025
Too Long; Didn't Read
The first result that we will use for proving the main theorem describes convergence of the solution to the system.Company Mentioned
Table of Links
1.2 Some remarks on dynamics and initial condition
2.1 Establishing the LDP for the SID
2.2 Results related to the LDP
3.3 Proofs of auxiliary lemmas
4 Generalization and References
3.1 Auxiliary results
3.1.1 Initial descent to the point of attraction
3.1.2 Convergence of deterministic process towards a
3.1.3 Attraction of stochastic process towards a
3.1.4 Behaviour in the annulus between Bρ(a) and ∂G
3.1.5 Stabilization of the occupation measure
3.1.6 Exit before nearing a
3.1.7 Control of dynamics for small time intervals
3.1.8 Uniform lower bound for probability of exit from G
This paper is available on arxiv under CC BY-SA 4.0 DEED license.
Authors:
(1) Ashot Aleksian, Université Jean Monnet, Institut Camille Jordan, 23, rue du docteur Paul Michelon, CS 82301, 42023 Saint-Étienne Cedex 2, France;
(2) Aline Kurtzmann, Université de Lorraine, CNRS, Institut Elie Cartan de Lorraine UMR 7502, Vandoeuvre-lès-Nancy, F-54506, France;
(3) Julian Tugaut, Université Jean Monnet, Institut Camille Jordan, 23, rue du docteur Paul Michelon, CS 82301, 42023 Saint-Étienne Cedex 2, France.
L O A D I N G
. . . comments & more!
. . . comments & more!
