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
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
Journal title :
Stochastic Processes and their Applications