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) |
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Pages (from-to) | 839-851 |
Number of pages | 13 |
Journal | Stochastic Processes and their Applications |
Volume | 118 |
Issue number | 5 |
DOIs | |
State | Published - May 2008 |
Keywords
- Exit problem
- Small diffusion
- Unstable equilibrium
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics