Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points

DOI10.1016/S0362-546X(96)00242-8MaRDI QIDQ4378958zbMATH OpenOpenAlexFDO

Authors Toshio Mikami

Publication date 27 August 1998

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0362-546x(96)00242-8

zbMATH Keywords

exit timesrandom perturbationsunstable equilibrium

Mathematics Subject Classification ID

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

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Cited in

(9)

• Asymptotic behavior of the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point
• Weak convergence on the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point
• Couplings and asymptotic exponentiality of exit times
• Large deviations for the first exit time on small random perturbations of dynamical systems with a hyperbolic equilibrium point
• Exit asymptotics for small diffusion about an unstable equilibrium
• The exit distributions for small random perturbations of dynamical systems with a repulsive type stationary point
• Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium
• First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise
• Asymptotic expansions for the escape rate of stochastically perturbed unimodal maps

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