Asymptotic behavior of the first exit time of randomly perturbed dynamical systems with a repulsive equilibrium point

DOI10.2969/jmsj/05010095zbMath0910.60032OpenAlexW2058385719MaRDI QIDQ1127687

Toshio Mikami

Publication date: 19 April 1999

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/05010095

zbMATH Keywords

large deviationfirst exit timerandom perturbation of dynamical systemrepulsive equilibrium point

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10)

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