A Direct Approach to the Exit Problem
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Publication:3492526
DOI10.1137/0150036zbMath0709.60059OpenAlexW1987101342MaRDI QIDQ3492526
M. M. Kłosek, Zeev Schuss, T. Naeh, Bernard J. Matkowsky
Publication date: 1990
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0150036
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Large deviations (60F10) Singular perturbations for ordinary differential equations (34E15)
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