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On the large deviations and exit point for the diffusion approximation of jump processes: Markov vs. Langevin| old_uid | 4967 |
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| title | On the large deviations and exit point for the diffusion approximation of jump processes: Markov vs. Langevin |
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| start_date | 2008/05/30 |
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| schedule | 09h30 |
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| online | no |
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| summary | In the fluid limit set-up, pure jump Markov processes follow a central limit theorem that leads to the so-called diffusion or Langevin approximation. Here we compare the large deviations between the jump process and its approximation for the problem of escape from a domain. In dimension one, we exhibit an example with a domain a, b where the jump process asymptotically escapes from a and its approximation from b. |
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| responsibles | Bourgine |
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