A direct proof of the exponential limit law for one dimensional small noise diffusion processes

DOI10.1016/0022-247X(88)90407-6zbMath0662.60064OpenAlexW2088304520MaRDI QIDQ1113529

Walter A. Rosenkrantz

Publication date: 1988

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(88)90407-6

zbMATH Keywords

stochastic differential equationmetastabilityescape timestable equilibrium points

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Diffusion processes (60J60)

Cites Work

• Unnamed Item
• Asymptotic analysis. Reprint
• The Metastable Behavior of Infrequently Observed, Weakly Random, One-Dimensional Diffusion Processes
• Stochastic catastrophe theory in computer performance modeling
• Bistable Behavior of ALOHA-Type Systems

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