An intermediate regime for exit phenomena driven by non-Gaussian Levy noises
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🧮 math.DS
math.PR
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exitnoisenoisesnon-gaussiancasedrivenintensitysmall
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A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy noises, it is shown that the mean exit time is asymptotically faster than exponential (the well-known Gaussian Brownian noise case) but slower than polynomial (the stable L\'evy noise case), in terms of the reciprocal of the small noise intensity.
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