On the Distribution Density of the First Exit Point of a Diffusion Process form a Small Neighborhood of Its Initial Position (Q4328490)
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scientific article; zbMATH DE number 1734145
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| English | On the Distribution Density of the First Exit Point of a Diffusion Process form a Small Neighborhood of Its Initial Position |
scientific article; zbMATH DE number 1734145 |
Statements
On the Distribution Density of the First Exit Point of a Diffusion Process form a Small Neighborhood of Its Initial Position (English)
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25 April 2002
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diffusion process
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first exit time
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first exit point
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partial differential equation
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elliptic type
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Green function
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integral equation
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weak asymptotics of density
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0.8118451237678528
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0.8076228499412537
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0.7889934182167053
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0.7827660441398621
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