Tails of exit times from unstable equilibria on the line

DOI10.1017/jpr.2020.16zbMath1464.60057arXiv1810.05341OpenAlexW2896308382MaRDI QIDQ3299444

Yu. Yu. Bakhtin, Zsolt Pajor-Gyulai

Publication date: 22 July 2020

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.05341

zbMATH Keywords

exit problempolynomial decayunstable equilibriumvanishing noise limit

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Generation, random and stochastic difference and differential equations (37H10)

Related Items (3)

Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium ⋮ Long exit times near a repelling equilibrium ⋮ Atypical exit events near a repelling equilibrium

Cites Work

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• Noisy heteroclinic networks
• Malliavin calculus approach to long exit times from an unstable equilibrium
• Exponential convergence to quasi-stationary distribution and \(Q\)-process
• Normal forms approach to diffusion near hyperbolic equilibria
• Small noise limit for diffusions near heteroclinic networks
• The exit distributions for small random perturbations of dynamical systems with a repulsive type stationary point
• Stochastic Processes

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