The exit problem for small perturbations of a dynamical system in a domain is considered. It is assumed that the unperturbed dynamical system and the domain satisfy the Levinson conditions. We assume that the random perturbation affects the driving vector field and the initial condition, and each of the components of the perturbation follows a scaling limit. We derive the joint scaling limit for the random exit time and exit point. We use this result to study the asymptotics of the exit time for 1D diffusions conditioned on rare events.Small noise Exit problem Levinson case Rare event
In this thesis exit problems are considered for stochastic dynamical systems with small random fluct...
Abstract. In this review, an outline of the so called Freidlin-Wentzell theory and its recent extens...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...
AbstractThe exit problem for small perturbations of a dynamical system in a domain is considered. It...
AbstractThe exit problem for small perturbations of a dynamical system in a domain is considered. It...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
The effect of small noise in a smooth dynamical system is negligible on any finite time interval; in...
In this paper we study the fluctuations from the limiting behavior of small noise random perturbatio...
AbstractWe consider the exit problem for an asymptotically small random perturbation of a stable dyn...
We consider the small parameter exit problems for diffusion processes and the associated singular pe...
We consider the small parameter exit problems for diffusion processes and the associated singular pe...
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...
AbstractA dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is ...
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
In this thesis exit problems are considered for stochastic dynamical systems with small random fluct...
Abstract. In this review, an outline of the so called Freidlin-Wentzell theory and its recent extens...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...
AbstractThe exit problem for small perturbations of a dynamical system in a domain is considered. It...
AbstractThe exit problem for small perturbations of a dynamical system in a domain is considered. It...
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the ...
The effect of small noise in a smooth dynamical system is negligible on any finite time interval; in...
In this paper we study the fluctuations from the limiting behavior of small noise random perturbatio...
AbstractWe consider the exit problem for an asymptotically small random perturbation of a stable dyn...
We consider the small parameter exit problems for diffusion processes and the associated singular pe...
We consider the small parameter exit problems for diffusion processes and the associated singular pe...
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...
AbstractA dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is ...
This paper studies, in dimensions greater than two, stationary diffusion processes in random environ...
In this thesis exit problems are considered for stochastic dynamical systems with small random fluct...
Abstract. In this review, an outline of the so called Freidlin-Wentzell theory and its recent extens...
A stochastic differential equation with vanishing martingale term is studied. Specifically, given a ...