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The exit problem for small random perturbations of dynamical systems with a hyperbolic fixed point
Authors:Yuri Kifer
Institution:(1) Institute of Mathematics, The Hebrew University of Jerusalem, Jerusalem, Israel
Abstract:We consider the Markov diffusion process ξ(t), transforming when ɛ=0 into the solution of an ordinary differential equation with a turning point ℴ of the hyperbolic type. The asymptotic behevior as ɛ→0 of the exit time, of its expectation of the probability distribution of exit points for the process ξ(t) is studied. These indicate also the asymptotic behavior of solutions of the corresponding singularly perturbed elliptic boundary value problems.
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