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Exit asymptotics for small diffusion about an unstable equilibrium

Yuri Bakhtin
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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).

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Yuri Bakhtin. 2007-07-04. Exit asymptotics for small diffusion about an unstable equilibrium. https://doi.org/10.1016/j.spa.2007.06.003

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