On stochastic perturbations of slowly changing dynamical systems

Mark Freidlin; Leonid Koralov

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arXiv · 1511.08556

On stochastic perturbations of slowly changing dynamical systems

Mark Freidlin·Leonid Koralov

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Abstract

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe the asymptotics of the time it takes the process to exit a given domain and the limiting distribution of the exit point.

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Mark Freidlin, Leonid Koralov. 2015-11-27. On stochastic perturbations of slowly changing dynamical systems. https://arxiv.org/abs/1511.08556

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