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Bibliographic Details
Main Authors: Flandoli, F., Galatolo, S., Giulietti, P., Vaienti, S.
Format: Preprint
Published: 2023
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.