Article ID Journal Published Year Pages File Type
1156454 Stochastic Processes and their Applications 2008 13 Pages PDF
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).

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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