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Exit asymptotics for small diffusion about an unstable equilibrium

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  • Bakhtin, Yuri

Abstract

A dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is considered. We obtain the exit asymptotics in the limit of vanishing noise intensity. This is a refinement of a result by Kifer (1981).

Suggested Citation

  • Bakhtin, Yuri, 2008. "Exit asymptotics for small diffusion about an unstable equilibrium," Stochastic Processes and their Applications, Elsevier, vol. 118(5), pages 839-851, May.
    • Handle: RePEc:eee:spapps:v:118:y:2008:i:5:p:839-851
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    Cited by:

    1. Almada Monter, Sergio Angel, 2015. "Quadratic covariation estimates in non-smooth stochastic calculus," Stochastic Processes and their Applications, Elsevier, vol. 125(1), pages 343-361.

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