• Title of article

    Unpredictability of an exit time

  • Author/Authors

    Brassesco، نويسنده , , S.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    11
  • From page
    55
  • To page
    65
  • Abstract
    We consider a process uε(x,t), for x in a bounded interval, t ⩾ 0 and ε a small parameter, given as the solution of a nonlinear heat equation perturbed by a space-time white noise multiplied by ε. The nonlinear part is the derivative of a one-well polynomial, with a nondegenerate minimum at 0. We study, in the limit as ε goes to zero, the time required by uε to escape from the unitary ball (in the sup norm), when it is close to the null function at time zero. We prove that, when conveniently normalized, this time has an exponential limit distribution. The proof is based on a coupling constructed by Mueller (1993), and answers a question posed by Martinelli et al. in (1989).
  • Keywords
    60H15 , 60H20 , Stochastic PDEיs , Couplings , Exit times , Perturbations of dynamical systems , 60K40
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1996
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575907