The averaging principle for diffusions with a small parameter in the case of a noncharacteristic boundary

DOI10.1214/AOP/1176991415zbMATH Open0681.60078OpenAlexW1977639623MaRDI QIDQ1823552FDOQ1823552

Authors: Ross G. Pinsky 

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aop/1176991415

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zbMATH Keywords

Dirichlet probleminvariant measureaveraging principlesmall parameter diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (2)

• On the non-uniqueness of the limit points of diffusions with a small parameter
• The asymptotic behavior of the solution of the exterior Dirichlet problem for Brownian motion perturbed by a small parameter drift

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