Exit asymptotics for small diffusion about an unstable equilibrium
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🧮 math.PR
math.DS
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asymptoticsexitnoiseunstableconsidereddiffusiondynamicalequilibrium
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A dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is considered. We obtain the exit asymptotics in the limit of vanishing noise intensity. This is a refinement of a result by Kifer (1981).
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