Malliavin calculus approach to long exit times from an unstable equilibrium
Probability
2019-07-03 v4 Dynamical Systems
Abstract
For a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. Using Malliavin calculus tools, we obtain precise vanishing noise asymptotics for the tail of the exit time and for the exit distribution conditioned on atypically long exits.
Keywords
Cite
@article{arxiv.1710.03293,
title = {Malliavin calculus approach to long exit times from an unstable equilibrium},
author = {Yuri Bakhtin and Zsolt Pajor-Gyulai},
journal= {arXiv preprint arXiv:1710.03293},
year = {2019}
}
Comments
21 pages