Boundary behavior of diffusion approximations to Markov jump processes

DOI10.1007/BF01033090zbMath0631.60079MaRDI QIDQ1094766

Charles Knessl, Zeev Schuss, Charles Tier, Bernard J. Matkowsky

Publication date: 1986

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

diffusion approximation; singular perturbations; master equation; local boundary conditions; asymptotic expansion of the mean exit time; Kramer's diffusion model

Mathematics Subject Classification ID

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

81P20: Stochastic mechanics (including stochastic electrodynamics)