
doi: 10.1137/0142012
Let $x( t )$ be a diffusion resulting from the stochastic perturbation of a deterministic dynamical system by a nondegenerate white noise. Let $\tau $ be the time of first exit of $x( t )$ from a domain on which the deterministic flow has a single simple attracting critical point and is inward at the boundary. Previous results on determining the statistics of $\tau $ include the asymptotic behavior of the first moment and certain decay rates of probabilities of containment past $t = T$ as the strength of the noise tends to zero. In this work the actual asymptotic distribution of $\tau $ in this limit is determined to be exponential in the potential case. The singularly perturbed equations describing this limit exhibit Ackerberg–O’Malley resonance.
asymptotic behavior, stochastic perturbation, Diffusion processes, attracting critical point, Stochastic ordinary differential equations (aspects of stochastic analysis)
asymptotic behavior, stochastic perturbation, Diffusion processes, attracting critical point, Stochastic ordinary differential equations (aspects of stochastic analysis)
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