Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium

DOI10.1142/S0219493720500264zbMath1456.60139arXiv1901.05513OpenAlexW3103373256MaRDI QIDQ5133901

Yu. Yu. Bakhtin, Alexisz Tamás Gaál

Publication date: 11 November 2020

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.05513

zbMATH Keywords

exit problempiecewise deterministic Markov processsmall noisefast switchingunstable critical point

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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