Publication:3359530

zbMath0733.60098MaRDI QIDQ3359530

Zeev Schuss, Bernard J. Matkowsky, M. M. Kłosek, T. Naeh

Publication date: 1991

zbMATH Keywords

singular perturbation; Fokker-Planck equation; Langevin equation; mean first passage time; domain of attraction of a stable state; exit density of escaping trajectories

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35B25: Singular perturbations in context of PDEs

35J70: Degenerate elliptic equations

60J60: Diffusion processes

35C20: Asymptotic expansions of solutions to PDEs

35Q40: PDEs in connection with quantum mechanics

82B31: Stochastic methods applied to problems in equilibrium statistical mechanics

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