On stochastic perturbations of slowly changing dynamical systems

2015/11/27 by Mark Freidlin, Freidlin, Mark, Leonid Koralov +1
Mathematics · #60F10 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60F10

paper · pdf · doi:10.48550/arxiv.1511.08556

11 pages

arxiv created 2015/11/27 · arxiv updated 2016/10/23

Abstract

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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