Asymptotic Distribution of Exit Times for Small-Noise Diffusions
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Publication:4845111
DOI10.1137/S0036139993244600zbMath0852.35029OpenAlexW2036740140MaRDI QIDQ4845111
Publication date: 4 September 1995
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0036139993244600
Initial-boundary value problems for second-order parabolic equations (35K20) Diffusion processes (60J60) Large deviations (60F10) Asymptotic expansions of solutions to PDEs (35C20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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