Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156454 | Stochastic Processes and their Applications | 2008 | 13 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Yuri Bakhtin,