The exit problem for small random perturbations of dynamical systems with a hyperbolic fixed point |
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Authors: | Yuri Kifer |
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Institution: | (1) Institute of Mathematics, The Hebrew University of Jerusalem, Jerusalem, Israel |
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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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Keywords: | |
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