Title of article :
Exit asymptotics for small diffusion about an unstable equilibrium
Author/Authors :
Bakhtin، نويسنده , , Yuri، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
13
From page :
839
To page :
851
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).
Keywords :
Small diffusion , Exit problem , Unstable equilibrium
Journal title :
Stochastic Processes and their Applications
Serial Year :
2008
Journal title :
Stochastic Processes and their Applications
Record number :
1577979
Link To Document :
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