The exit distributions for small random perturbations of dynamical systems with a repulsive type stationary point

DOI10.1080/17442508408833304MaRDI QIDQ3327466zbMATH OpenOpenAlexFDO

Authors Alexander Eizenberg

Publication date 1984

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508408833304

zbMATH Keywords

Dirichlet problemexit distribution

Mathematics Subject Classification ID

Singular perturbations in context of PDEs (35B25) Boundary value problems for second-order elliptic equations (35J25) Diffusion processes (60J60)

Recommendations

• Limit theorems on the exist problems for small random perturbations of dynamical systems I
• Limit theorems on the exit problems for small random perturbations of dynamical systems. II
• Asymptotic behavior of the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point
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• Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points

Cites work

• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3575989 (Why is no real title available?)
• scientific article; zbMATH DE number 3794528 (Why is no real title available?)
• scientific article; zbMATH DE number 3204015 (Why is no real title available?)
• Singular Perturbation Methods in Stochastic Differential Equations of Mathematical Physics
• The Exit Problem for Randomly Perturbed Dynamical Systems
• The exit problem for small random perturbations of dynamical systems with a hyperbolic fixed point

Cited in

(18)

• The asymptotic behavior of the principal eigenvalue in a singular perturbation problem with invariant boundaries
• Asymptotic behavior of the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point
• Some results on the problem of exit from a domain
• Limit theorems on the exit problems for small random perturbations of dynamical systems. II
• Weak convergence on the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point
• Exit time asymptotics for small noise stochastic delay differential equations
• Malliavin calculus approach to long exit times from an unstable equilibrium
• Atypical exit events near a repelling equilibrium
• Long exit times near a repelling equilibrium
• Universal statistics of incubation periods and other detection times via diffusion models
• Tails of exit times from unstable equilibria on the line
• The exit problem for certain dynamical systems with small poisson disturbances
• Limiting Exit Location Distributions in the Stochastic Exit Problem
• Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points
• Decision making times in mean-field dynamic Ising model
• 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
• The exponential leveling and the Ventcel-Freidlin ``minimal action function

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