Conditional exits for small noise diffusions with characteristic boundary

DOI10.1214/aop/1176989696zbMath0780.60059OpenAlexW2007797288MaRDI QIDQ1201177

Martin V. Day

Publication date: 17 January 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989696

zbMATH Keywords

stochastic differential equationscharacteristic boundaryconditioned process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Perturbations, asymptotics of solutions to ordinary differential equations (34E10)

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