Boundary Local Time and Small Parameter Exit Problems with Characteristic Boundaries

DOI10.1137/0520018MaRDI QIDQ3833362zbMATH OpenOpenAlexFDO

Authors Martin V. Day

Publication date 1989

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0520018

zbMATH Keywords

local timeexit problemsmall parameter diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)

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• Perturbations of parabolic equations and diffusion processes with degeneration: boundary problems, metastability, and homogenization
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• Large deviation principle for dynamical systems coupled with diffusion-transmutation processes

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