Malliavin calculus approach to long exit times from an unstable equilibrium

DOI10.1214/18-AAP1387zbMath1466.60111arXiv1710.03293MaRDI QIDQ1737957

Zsolt Pajor-Gyulai, Yu. Yu. Bakhtin

Publication date: 24 April 2019

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.03293

zbMATH Keywords

Malliavin calculusexit problempolynomial decayunstable equilibriumvanishing noise limit

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium, Tails of exit times from unstable equilibria on the line, Long exit times near a repelling equilibrium, Atypical exit events near a repelling equilibrium, Erratum to: ``Malliavin calculus approach to long exit times from an unstable equilibrium

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