On stochastic perturbations of slowly changing dynamical systems
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe the asymptotics of the time it takes the process to exit a g...
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Veröffentlicht in: | Nonlinearity 2017-01, Vol.30 (1), p.445-453 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe the asymptotics of the time it takes the process to exit a given domain and the limiting distribution of the exit point. |
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ISSN: | 0951-7715 1361-6544 |
DOI: | 10.1088/1361-6544/aa4f4e |