The exit distributions for small random perturbations of dynamical systems with a repulsive type stationary point

The exit distributions for small random perturbations of dynamical systems with a repulsive type stationary point
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具有排斥型驻点的动力系统小随机扰动的出口分布

DOI:
10.1080/17442508408833304
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发表时间:
1984
期刊:
Stochastics An International Journal of Probability and Stochastic Processes
影响因子:
--
通讯作者:
A. Eizenberg
A. Eizenberg
中科院分区:
--
文献类型:
--
作者:
A. Eizenberg

文献摘要

被引文献

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考虑了具有小参数e的随机微分方程,当e=0时退化为具有排斥型驻点的动力系统。描述了这些方程解的出口点分布的渐近性质。给出了这些分布偏离的一个例子。同时给出了相应摄动狄利克雷问题解的渐近性质。
The stochastic differential equations with a small parameter e, which for e=0 degenerate into a dynamical system with a repulsive type stationary point, are considered. The asymptotic behavior of the exit point distributions of the solution of these equations is described. An example when these distributions diverge is exhibited. This also gives the asymptotic behavior of the solutions of the corresponding perturbed Dirichlet problem.