The exit problem for small random perturbations of dynamical systems with a hyperbolic fixed point

Yuri Kifer*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

57 Scopus citations

Abstract

We consider the Markov diffusion process ξ(t), transforming when e{open}=0 into the solution of an ordinary differential equation with a turning point {o script} of the hyperbolic type. The asymptotic behevior as e{open}→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.

Original languageEnglish
Pages (from-to)74-96
Number of pages23
JournalIsrael Journal of Mathematics
Volume40
Issue number1
DOIs
StatePublished - Mar 1981

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