An intermediate regime for exit phenomena driven by non-Gaussian Levy noises

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dc.creatorYang, Zhihui
dc.creatorDuan, Jinqiao
dc.date2008-08-07
dc.date.accessioned2026-07-07T09:55:27Z
dc.date.available2026-07-07T09:55:27Z
dc.descriptionA dynamical system driven by non-Gaussian Lévy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian Lévy noises, it is shown that the mean exit time is asymptotically faster than exponential (the well-known Gaussian Brownian noise case) but slower than polynomial (the stable Lévy noise case), in terms of the reciprocal of the small noise intensity.
dc.descriptionStochastics and Dynamics, to appear, Vol 8, No 3, 2008
dc.identifierhttps://arxiv.org/abs/0808.1085
dc.identifierhttp://arxiv.org/abs/0808.1085
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/166631
dc.subjectDynamical Systems
dc.subjectProbability
dc.subject60H15, 60F10, 60G17
dc.titleAn intermediate regime for exit phenomena driven by non-Gaussian Levy noises
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