Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 118, Issue 5, Pages 839-851Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spa.2007.06.003
Keywords
small diffusion; exit problem; unstable equilibrium
Categories
Funding
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [0742424] Funding Source: National Science Foundation
Ask authors/readers for more resources
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). (c) 2007 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available
Share Paper
