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On stochastic perturbations of slowly changing dynamical systems

Published 27 Nov 2015 in math.PR | (1511.08556v1)

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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Authors (2)

  1. Mark Freidlin 
  2. Leonid Koralov 

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