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An intermediate regime for exit phenomena driven by non-Gaussian Levy noises

Dynamical Systems 2008-08-08 v1 Probability

Abstract

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy noises, it is shown that the mean exit time is asymptotically faster than exponential (the well-known Gaussian Brownian noise case) but slower than polynomial (the stable L\'evy noise case), in terms of the reciprocal of the small noise intensity.

Keywords

Cite

@article{arxiv.0808.1085,
  title  = {An intermediate regime for exit phenomena driven by non-Gaussian Levy noises},
  author = {Zhihui Yang and Jinqiao Duan},
  journal= {arXiv preprint arXiv:0808.1085},
  year   = {2008}
}

Comments

Stochastics and Dynamics, to appear, Vol 8, No 3, 2008

R2 v1 2026-06-21T11:08:34.320Z