Malliavin calculus approach to long exit times from an unstable equilibrium

Citation
Bakhtin Yuri et Pajor-gyulai Zsolt, Malliavin calculus approach to long exit times from an unstable equilibrium, Annals of applied probability , 29(2), 2019, pp. 827-850
ISSN journal
10505164
Volume
29
Issue
2
Year of publication
2019
Pages
827 - 850
Database
ACNP
SICI code
Abstract
For a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise.Using Malliavin calculus tools, we obtain precise vanishing noise asymptotics for the tail of the exit time and for the exit distribution conditioned on atypically long exits.