A Singular Perturbation Approach to Non-Markovian Escape Rate Problems

DOI10.1137/0146019MaRDI QIDQ3734798zbMATH OpenOpenAlexFDO

Authors M. M. Dygas, Zeev Schuss, B. J. Matkowsky

Publication date 1986

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0146019

zbMATH Keywords

Langevin equationmean exit timeperturbation techniques

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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