Metastable regimes of diffusion processes

Abstract: I will discuss a classical example featuring a metastable behavior: finite-dimensional diffusion processes in the vanishing noise limit. Exponential estimates were introduced fifty years ago by Freidlin and Wentzell. Recent developments in potential theory and variational convergence allowed a refinement of those results. I will focus on the non-reversible case, with motivations coming from MonteCarlo methods. In collaboration with C.Landim and I.Seo.

mathematical physicscombinatoricsprobabilitystatistics theory

Audience: researchers in the topic

Abu Dhabi Stochastics Seminar