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April 2021 Long exit times near a repelling equilibrium
Yuri Bakhtin, Hong-Bin Chen
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Ann. Appl. Probab. 31(2): 594-624 (April 2021). DOI: 10.1214/20-AAP1599

Abstract

For a smooth vector field in a neighborhood of a critical point with all positive eigenvalues of the linearization, we consider the associated dynamics perturbed by white noise. Using Malliavin calculus tools, we obtain polynomial asymptotics for probabilities of atypically long exit times in the vanishing noise limit.

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Yuri Bakhtin. Hong-Bin Chen. "Long exit times near a repelling equilibrium." Ann. Appl. Probab. 31 (2) 594 - 624, April 2021. https://doi.org/10.1214/20-AAP1599

Information

Received: 1 September 2019; Revised: 1 May 2020; Published: April 2021
First available in Project Euclid: 1 April 2021

Digital Object Identifier: 10.1214/20-AAP1599

Subjects:
Primary: 60H07, 60H10, 60J60

Rights: Copyright © 2021 Institute of Mathematical Statistics

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Vol.31 • No. 2 • April 2021
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