Large deviations for the first exit time on small random perturbations of dynamical systems with a hyperbolic equilibrium point

DOI10.14492/hokmj/1380892606zbMath0840.60028OpenAlexW2038944610MaRDI QIDQ1903629

Toshio Mikami

Publication date: 30 June 1996

Published in: Hokkaido Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14492/hokmj/1380892606

zbMATH Keywords

random perturbationsexit problemhyperbolic equilibrium point

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items (6)

On the exit law from saddle points ⋮ Scaling limit for escapes from unstable equilibria in the vanishing noise limit: Nontrivial Jordan block case ⋮ Malliavin calculus approach to long exit times from an unstable equilibrium ⋮ Long exit times near a repelling equilibrium ⋮ Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points ⋮ Atypical exit events near a repelling equilibrium

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