On stochastic perturbations of slowly changing dynamical systems
Probability
2016-10-23 v1
Abstract
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe the asymptotics of the time it takes the process to exit a given domain and the limiting distribution of the exit point.
Keywords
Cite
@article{arxiv.1511.08556,
title = {On stochastic perturbations of slowly changing dynamical systems},
author = {Mark Freidlin and Leonid Koralov},
journal= {arXiv preprint arXiv:1511.08556},
year = {2016}
}
Comments
11 pages