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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2310.13972 |
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Table of Contents:
- We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead transfer operators on ad-hoc spaces of probability densities. The spectral properties of such operators are obtained by employing a mixture of techniques coming from SDE theory and a functional analytic approach to dynamical systems.