The Exit Time Distribution for Small Random Perturbations of Dynamical Systems with a Repulsive Type Stationary Point
We consider a stochastic differential equation on a domain D in n-dimensional real space, where the associated dynamical system is linear, and D contains a repulsive type stationary point at the origin O. We obtain an exit law for the first exit time of the solution process from a ball of arbitrary...
Main Author: | |
---|---|
Other Authors: | |
Format: | Others |
Published: |
Virginia Tech
2014
|
Subjects: | |
Online Access: | http://hdl.handle.net/10919/28703 http://scholar.lib.vt.edu/theses/available/etd-08182003-173249/ |