A Direct Approach to the Exit Problem

DOI10.1137/0150036MaRDI QIDQ3492526zbMATH OpenOpenAlexFDO

Authors T. Naeh, Małgorzata M. Kłosek, Zeev Schuss, B. 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

zbMATH Keywords

asymptotic solutionexit problemFokker-Planck equationstationary Fokker-Planck equation

Mathematics Subject Classification ID

Singular perturbations for ordinary differential equations (34E15) Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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