The exit problem for certain dynamical systems with small poisson disturbances

DOI10.1080/07362998408809040MaRDI QIDQ3345522zbMATH OpenOpenAlexFDO

Authors K. H. Wickwire

Publication date 1984

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362998408809040

zbMATH Keywords

infinitesimal operatormean first passage timeperturbed differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Cites work

• scientific article; zbMATH DE number 3649136 (Why is no real title available?)
• scientific article; zbMATH DE number 3474264 (Why is no real title available?)
• Differential-difference equations
• On the Poisson disorder problem
• Optimal stopping problems for differential equations perturbed by a poisson process
• Persistence times of populations with large random fluctuations
• Sequential Decision Problems for Processes with Continuous time Parameter. Testing Hypotheses
• The expected first-passage time for a sufficient statistic arising in the Poisson disorder problem

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(3)

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