On the exit problem of dynamic systems perturbed by a white noise

Citation:

Benaissa A. On the exit problem of dynamic systems perturbed by a white noise. AIP Conference ProceedingsAIP Conference Proceedings. 2015;1660.

Date Published:

2015

Abstract:

  In this paper we are concerned with the exit time problem of a dynamic system perturbed by a white noise, in the case where the noiseless dynamics has a global attractor in a given domain. By the use of a singular perturbation technique and recent results on the asymptotic expansion of a class of Laplace-type integrals, new results concerning the problem under investigation will be presented.