Exit asymptotics for small diffusion about an unstable equilibrium

DOI10.1016/J.SPA.2007.06.003zbMath1138.60052arXivmath/0701569OpenAlexW2163272743MaRDI QIDQ2483469

Yu. Yu. Bakhtin

Publication date: 28 April 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701569

zbMATH Keywords

exit problemsmall diffusionunstable equilibrium

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular perturbations in context of PDEs (35B25) Diffusion processes (60J60)

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Cites Work

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• Noisy heteroclinic networks
• On the Asymptotic Behaviour of Solutions of a Differential Equation in Boundary Layer Theory
• Stochastic differential equations. An introduction with applications.

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