An intermediate regime for exit phenomena driven by non-Gaussian Levy noises

Details An intermediate regime for exit phenomena driven by non-Gaussian Levy noises An intermediate regime for exit phenomena driven by non-Gaussian Levy noises

2008-08-07

arxiv.org/abs/0808.1085v1

Mathematics

Dynamical Systems

Stochastics and Dynamics, to appear, Vol 8, No 3, 2008

Scientific paper

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy noises, it is shown that the mean exit time is asymptotically faster than exponential (the well-known Gaussian Brownian noise case) but slower than polynomial (the stable L\'evy noise case), in terms of the reciprocal of the small noise intensity.

Affiliated with

Also associated with

No associations

Rating

An intermediate regime for exit phenomena driven by non-Gaussian Levy noises does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with An intermediate regime for exit phenomena driven by non-Gaussian Levy noises, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and An intermediate regime for exit phenomena driven by non-Gaussian Levy noises will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-213933