LONG EXIT TIMES NEAR A REPELLING EQUILIBRIUM
成果类型：
Article
署名作者：
Bakhtin, Yuri; Chen, Hong-Bin
署名单位：
New York University
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/20-AAP1599
发表日期：
2021
页码：
594-624
关键词：
摘要：
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.