Metastable regimes of diffusion processes
Prof. Mauro Mariani, HSE, Mosca.
Aula Beltrami, Dipartimento di Matematica – Martedì 7 Maggio 2019 h.14:00
Abstract. I will discuss a classical example featuring a metastable behavior: finite-dimensional diffusion processes in the vanishing noise limit. Exponential estimates have been 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.