scientific article; zbMATH DE number 4092498

MaRDI QIDQ3819796zbMATH OpenFDO

Authors H. Roozen

Publication date 1989

zbMATH Keywords

distribution of exit pointslong term behaviourstochastic stability concepts

Mathematics Subject Classification ID

Stochastic analysis (60H99) Stochastic stability in control theory (93E15)

Recommendations

• Some results on the problem of exit from a domain
• Asymptotic analysis of first-passage problems
• Asymptotic analysis of nonlinear systems with small stochastic perturbations
• Exit time asymptotics for small noise stochastic delay differential equations
• A Direct Approach to the Exit Problem

Cited in

(2)

• Exit time asymptotics for small noise stochastic delay differential equations
• Exit location distribution in the stochastic exit problem by the generalized cell mapping method

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3819796)