Exit asymptotics for small diffusion about an unstable equilibrium
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).
- Publication:
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arXiv Mathematics e-prints
- Pub Date:
- January 2007
- DOI:
- 10.48550/arXiv.math/0701569
- arXiv:
- arXiv:math/0701569
- Bibcode:
- 2007math......1569B
- Keywords:
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- Mathematics - Probability;
- Mathematics - Dynamical Systems;
- 60H10
- E-Print:
- 13 pages