Limiting exit location distributions in the stochastic exit problem

SIAM Journal on Applied Mathematics

Volumn 57, Issue 3, 1997, Pages 752-790

  Maier, Robert S ^a   Stein, Daniel L ^a  

^a The University of Arizona   (United States)

Author keywords

Ackerberg O'malley resonance; Exit location; First passage time; Large deviations; Large fluctuations; Matched asymptotic expansions; Saddle point avoidance; Singular perturbation theory; Stochastic analysis; Stochastic exit problem; Wentzell Freidlin theory

Indexed keywords

ASYMPTOTIC STABILITY; DIFFERENTIAL EQUATIONS; EIGENVALUES AND EIGENFUNCTIONS; LINEARIZATION; PERTURBATION TECHNIQUES; WEIBULL DISTRIBUTION; WHITE NOISE;

ACKERBERG O'MALLEY RESONANCE; SADDLE POINT AVOIDANCE; STOCHASTIC EXIT PROBLEM; WENTZELL FREIDLIN THEORY;

RANDOM PROCESSES;

EID: 0031162897     PISSN: 00361399     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036139994271753     Document Type: Article

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