Boundary Local Time and Small Parameter Exit Problems with Characteristic Boundaries
- 1 January 1989
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Mathematical Analysis
- Vol. 20 (1) , 222-248
- https://doi.org/10.1137/0520018
Abstract
The exit problem for an asymptotically small random perturbation of a stable dynamical system $x(t)$ in a region D is considered. The connection between the distribution of the position of first exit and the equilibrium density of the perturbed system subject to reflection from the boundary of D is developed. Earlier work treated the case in which $x(t)$ enters D nontangentially. Here the case in which $x(t)$ is everywhere tangent to the boundary is examined. The “small-noise” asymptotics of the boundary local time turn out to be of primary importance.
Keywords
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