Exit asymptotics for small diffusion about an unstable equilibrium

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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).
13 pages

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Probability, Dynamical Systems, 60H10

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http://salesiana.dossiersoluciones.com/handle/123456789/132911

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0701569
 http://arxiv.org/abs/math/0701569
 doi:10.1016/j.spa.2007.06.003

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arXiv