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arxiv: 1410.0225 · v2 · pith:5UEPTXLPnew · submitted 2014-10-01 · 🧮 math.PR

On a general approach to Freidlin-Wentzell exit problems for stochastic equations in Banach spaces

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keywords exitapproachbanachdimensionalequationsgeneralproblemsspaces
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Freidlin and Wentzell characterized the logarithmic asymptotics of the exit time from a basin of attraction for a finite dimensional diffusion with small noise. After that, several authors studied the same properties for exit problems associated to specific infinite dimensional system. In this paper, we present a general method, based a control theoretic approach, to establish exit time and exit place results for a large class of stochastic equations in Banach spaces.

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