Some results on the problem of exit from a domain

DOI10.1016/0304-4149(92)90124-9zbMath0758.60080OpenAlexW2022627130MaRDI QIDQ1198598

Ofer Zeitouni, Ben Zion Bobrovsky

Publication date: 16 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/3085

zbMATH Keywords

large deviationasymptotic expansionsexit problemboundary of the domain of attractiondomain of attraction of a stable equilibrium pointmost probable exit point

Mathematics Subject Classification ID

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

Related Items (2)

Cycling and skewing of exit measures for planar systems ⋮ Exit location distribution in the stochastic exit problem by the generalized cell mapping method

Cites Work

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• Recent progress on the small parameter exit problem^†
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• Diffusion Across Characteristic Boundaries
• A Singular Perturbation Method for the Computation of the Mean First Passage Time in a Nonlinear Filter
• ON SMALL RANDOM PERTURBATIONS OF SOME SMOOTH DYNAMICAL SYSTEMS
• The Exit Problem for Randomly Perturbed Dynamical Systems

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