A Direct Approach to the Exit Problem
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Publication:3492526
DOI10.1137/0150036zbMath0709.60059MaRDI QIDQ3492526
Zeev Schuss, Bernard J. Matkowsky, M. M. Kłosek, T. Naeh
Publication date: 1990
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0150036
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60F10: Large deviations
34E15: Singular perturbations for ordinary differential equations
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