Exit Probabilities for a Class of Perturbed Degenerate Systems

DOI10.1137/0319004MaRDI QIDQ3669276zbMATH OpenOpenAlexFDO

Authors Onésimo Hernández-Lerma

Publication date 1981

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0319004

zbMATH Keywords

exit probabilitiesperturbed degenerate diffusion processes

Mathematics Subject Classification ID

Degenerate parabolic equations (35K65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Numerical computation of solutions to systems of equations (65H10) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Cited in

(1)

• On the asymptotic estimates for exit probabilities and minimum exit rates of diffusion processes pertaining to a chain of distributed control systems

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