Exit asymptotics for small diffusion about an unstable equilibrium

Research output: Contribution to journalArticle

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).

Original languageEnglish (US)
Pages (from-to)839-851
Number of pages13
JournalStochastic Processes and their Applications
Volume118
Issue number5
DOIs
StatePublished - May 2008

Fingerprint

White noise
Dynamical systems
Refinement
Dynamical system
Unstable
Fixed point
Exit

Keywords

  • Exit problem
  • Small diffusion
  • Unstable equilibrium

ASJC Scopus subject areas

  • Statistics, Probability and Uncertainty
  • Mathematics(all)
  • Modeling and Simulation
  • Statistics and Probability

Cite this

Exit asymptotics for small diffusion about an unstable equilibrium. / Bakhtin, Yuri.

In: Stochastic Processes and their Applications, Vol. 118, No. 5, 05.2008, p. 839-851.

Research output: Contribution to journalArticle

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