Exit asymptotics for small diffusion about an unstable equilibrium

Yuri Bakhtin

doi:10.1016/j.spa.2007.06.003

Exit asymptotics for small diffusion about an unstable equilibrium

Yuri Bakhtin

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

A dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is considered. We obtain the exit asymptotics in the limit of vanishing noise intensity. This is a refinement of a result by Kifer (1981).

Original language	English (US)
Pages (from-to)	839-851
Number of pages	13
Journal	Stochastic Processes and their Applications
Volume	118
Issue number	5
DOIs	https://doi.org/10.1016/j.spa.2007.06.003
State	Published - May 2008

Keywords

Exit problem
Small diffusion
Unstable equilibrium

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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10.1016/j.spa.2007.06.003

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abstract = "A dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is considered. We obtain the exit asymptotics in the limit of vanishing noise intensity. This is a refinement of a result by Kifer (1981).",

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KW - Small diffusion

KW - Unstable equilibrium

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JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 5

ER -

Exit asymptotics for small diffusion about an unstable equilibrium

Abstract

Keywords

ASJC Scopus subject areas

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