Author:
Baker J.,Chigansky P.,Hamza K.,Klebaner F. C.
Abstract
AbstractThe effect of small noise in a smooth dynamical system is negligible on any finite time interval; in this paper we study situations where the effect persists on intervals increasing to ∞. Such an asymptotic regime occurs when the system starts from an initial condition that is sufficiently close to an unstable fixed point. In this case, under appropriate scaling, the trajectory converges to a solution of the unperturbed system started from a certainrandominitial condition. In this paper we consider the case of one-dimensional diffusions on the positive half-line; this case often arises as a scaling limit in population dynamics.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
4 articles.
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