Long exit times near a repelling equilibrium
Probability
2020-12-15 v2
Abstract
For a smooth vector field in a neighborhood of a critical point with all positive eigenvalues of the linearization, we consider the associated dynamics perturbed by white noise. Using Malliavin calculus tools, we obtain polynomial asymptotics for probabilities of atypically long exit times in the vanishing noise limit.
Keywords
Cite
@article{arxiv.1908.11840,
title = {Long exit times near a repelling equilibrium},
author = {Yuri Bakhtin and Hong-Bin Chen},
journal= {arXiv preprint arXiv:1908.11840},
year = {2020}
}
Comments
31 pages, 1 figure