Cycling and skewing of exit measures for planar systems
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Publication:4845477
DOI10.1080/17442509408833907zbMath0828.60018OpenAlexW2046590075MaRDI QIDQ4845477
Publication date: 12 December 1995
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833907
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (10)
Regularity of boundary quasi-potentials for planar systems ⋮ An Eyring-Kramers law for slowly oscillating bistable diffusions ⋮ Multiscale modeling, stochastic and asymptotic approaches for analyzing neural networks based on synaptic dynamics ⋮ Small noise and long time phase diffusion in stochastic limit cycle oscillators ⋮ The exit problem at weak noise, the two-variable quasipotential, and the Kramers problem ⋮ Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points ⋮ Exit cycling for the Van der Pol oscillator and quasipotential calculations ⋮ Oscillatory Survival Probability: Analytical and Numerical Study of a Non-Poissonian Exit Time ⋮ Metastability in randomly perturbed dynamical systems: beyond large-deviation theory ⋮ Stochastic rotating waves
Cites Work
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- Some results on the problem of exit from a domain
- Conditional exits for small noise diffusions with characteristic boundary
- Large deviations results for the exit problem with characteristic boundary
- A Direct Approach to the Exit Problem
- Recent progress on the small parameter exit problem†
- A Singular Perturbation Method for the Computation of the Mean First Passage Time in a Nonlinear Filter
- Differential Topology
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