A Singular Perturbation Approach to Non-Markovian Escape Rate Problems

DOI10.1137/0146019zbMath0599.60055MaRDI QIDQ3734798

Zeev Schuss, Bernard J. Matkowsky, M. M. Dygas

Publication date: 1986

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0146019

zbMATH Keywords

perturbation techniques; Langevin equation; mean exit time

Mathematics Subject Classification ID

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

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