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

DOI10.1214/aop/1176991415zbMath0681.60078OpenAlexW1977639623MaRDI QIDQ1823552

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

zbMATH Keywords

Dirichlet probleminvariant measureaveraging principlesmall parameter diffusions

Mathematics Subject Classification ID

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

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