%0 Journal Article
%T Estimating Small Probabilities for Langevin Dynamics
%A David Aristoff
%J Physics
%D 2012
%I arXiv
%X The problem of estimating small transition probabilities for overdamped Langevin dynamics is considered. A simplification of Girsanov's formula is obtained in which the relationship between the infinitesimal generator of the underlying diffusion and the change of probability measure corresponding to a change in the potential energy is made explicit. From this formula an asymptotic expression for transition probability densities is derived. Separately the problem of estimating the probability that a small noise Langevin process excapes a potential well is discussed.
%U http://arxiv.org/abs/1205.2400v2