Diffusion Across Characteristic Boundaries with Critical Points
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Publication:3668591
DOI10.1137/0143046zbMath0519.60055MaRDI QIDQ3668591
Zeev Schuss, Charles Tier, Bernard J. Matkowsky
Publication date: 1983
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0143046
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
34C29: Averaging method for ordinary differential equations
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