Geodesic
Probabilities of large deviations for randomly disturbed systems and stochastic stability
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 4, pp. 818-824 
M. I. Freidlin. Probabilities of large deviations for randomly disturbed systems and stochastic stability. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 4, pp. 818-824. http://geodesic.mathdoc.fr/item/TVP_1973_18_4_a12/
@article{TVP_1973_18_4_a12,
     author = {M. I. Freidlin},
     title = {Probabilities of large deviations for randomly disturbed systems and stochastic stability},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {818--824},
     year = {1973},
     volume = {18},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_4_a12/}
}
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Let $x_t^\varepsilon$ be a solution of the differential equation $x^\varepsilon=b(x^\varepsilon, \varepsilon\zeta), x_0=x\in R^\gamma$. Here $\zeta_t$ is a Gaussian stochastic process, $\varepsilon$ is a small parameter. Process $x_t^\varepsilon$ may be thought of as a result of small stochastic perturbations of the system $\dot{x}=b(x,0)$. Let $O$ be a stable equilibrium point of the system, $O\in D$ (a domain in $R^\gamma$) and $\tau_D^\varepsilon=\inf\{t: x_t^\varepsilon\notin D\}$. In the paper, the main term of $\ln\mathbf{P}\{\tau_D^\varepsilon as $\varepsilon\rightarrow 0$ is calculated. This term characterizes stability of point $O$ under perturbations $\varepsilon\zeta_t$ over time interval $[0, T]$.