Breaking the chain

Michael Allman and Volker Betz

Stochastic Processes and their Applications, 2009, vol. 119, issue 8, 2645-2659

Abstract: We consider the motion of a Brownian particle in , moving between a particle fixed at the origin and another moving deterministically away at slow speed [epsilon]>0. The middle particle interacts with its neighbours via a potential of finite range b>0, with a unique minimum at a>0, where b 0 is the noise intensity.

Keywords: First-exit; from; space-time; domains; Interacting; Brownian; particles; Asymptotic; theory (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

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