Exit asymptotics for small diffusion about an unstable equilibrium

Yuri Bakhtin

Stochastic Processes and their Applications, 2008, vol. 118, issue 5, 839-851

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 (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (1)

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