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Entropic metastability for drifted reflected Brownian motion: quasi-stationary distributions, regularity, and the exit position distribution

Carillo, Louis et al.
arXiv (All) · Papers
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analysis-of-pdesprobabilityspectral-theory
Motivated by entropic metastability and the narrow escape problem, we investigate quasi-stationary distributions for reflected, drifted elliptic diffusions under mixed absorbing-reflecting boundary conditions on a bounded domain. We address two problems, which are solved completely independently of
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