On the exit law from saddle points

DOI10.1016/0304-4149(95)00063-1zbMath0845.60051OpenAlexW2018394408MaRDI QIDQ1910900

Martin V. Day

Publication date: 24 March 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00063-1

zbMATH Keywords

stable manifoldunstable manifoldsmall noiseBrownian perturbationdynamical system with a saddle point equilibrium

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Singular perturbations, turning point theory, WKB methods for ordinary differential equations (34E20)

Related Items (13)

Geometric singular perturbation theory for stochastic differential equations. ⋮ Last-passage time for linear diffusions and application to the emptying time of a box ⋮ Decision making times in mean-field dynamic Ising model ⋮ A neural computation model for decision-making times ⋮ Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium ⋮ Scaling limit for escapes from unstable equilibria in the vanishing noise limit: Nontrivial Jordan block case ⋮ Quadratic covariation estimates in non-smooth stochastic calculus ⋮ Malliavin calculus approach to long exit times from an unstable equilibrium ⋮ Long exit times near a repelling equilibrium ⋮ Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points ⋮ Atypical exit events near a repelling equilibrium ⋮ On Gumbel limit for the length of reactive paths ⋮ Quantifying Noisy Attractors: From Heteroclinic to Excitable Networks

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The exit problem for small random perturbations of dynamical systems with a hyperbolic fixed point
• Conditional exits for small noise diffusions with characteristic boundary
• Regularity of boundary quasi-potentials for planar systems
• Large deviations for the first exit time on small random perturbations of dynamical systems with a hyperbolic equilibrium point
• On the exponential exit law in the small parameter exit problem

This page was built for publication: On the exit law from saddle points