Exit asymptotics for small diffusion about an unstable equilibrium
arXiv:math/0701569 · doi:10.1016/j.spa.2007.06.003
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).
13 pages
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