Normal forms approach to diffusion near hyperbolic equilibria
From MaRDI portal
Publication:3012084
DOI10.1088/0951-7715/24/6/011zbMath1239.60043arXiv1006.3000OpenAlexW3099509830MaRDI QIDQ3012084
Yu. Yu. Bakhtin, Sergio Angel Almada Monter
Publication date: 30 June 2011
Published in: Nonlinearity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.3000
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations, asymptotics of solutions to ordinary differential equations (34E10) Martingales and classical analysis (60G46) Stochastic analysis (60H99) Limit theorems in probability theory (60F99)
Related Items (13)
Spectral Theory for Random Poincaré Maps ⋮ Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium ⋮ Scaling limit for escapes from unstable equilibria in the vanishing noise limit: Nontrivial Jordan block case ⋮ Quadratic covariation estimates in non-smooth stochastic calculus ⋮ Stochastic Sensitivity: A Computable Lagrangian Uncertainty Measure for Unsteady Flows ⋮ Tails of exit times from unstable equilibria on the line ⋮ Malliavin calculus approach to long exit times from an unstable equilibrium ⋮ Long exit times near a repelling equilibrium ⋮ A fractional kinetic process describing the intermediate time behaviour of cellular flows ⋮ Scaling limits for conditional diffusion exit problems and asymptotics for nonlinear elliptic equations ⋮ Atypical exit events near a repelling equilibrium ⋮ On Gumbel limit for the length of reactive paths ⋮ On the fast convergence of random perturbations of the gradient flow
This page was built for publication: Normal forms approach to diffusion near hyperbolic equilibria
