On stochastic perturbations of slowly changing dynamical systems

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

paper · doi:10.48550/arxiv.1511.08556

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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