Exit asymptotics for small diffusion about an unstable equilibrium
Probability
2007-07-04 v3 Dynamical Systems
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).
Cite
@article{arxiv.math/0701569,
title = {Exit asymptotics for small diffusion about an unstable equilibrium},
author = {Yuri Bakhtin},
journal= {arXiv preprint arXiv:math/0701569},
year = {2007}
}
Comments
13 pages