Boundary Local Time and Small Parameter Exit Problems with Characteristic Boundaries
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Publication:3833362
DOI10.1137/0520018zbMATH Open0677.60060OpenAlexW1967808464MaRDI QIDQ3833362FDOQ3833362
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
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Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)
Cited In (7)
- Some results on the problem of exit from a domain
- Perturbations of parabolic equations and diffusion processes with degeneration: boundary problems, metastability, and homogenization
- Title not available (Why is that?)
- Conditional exits for small noise diffusions with characteristic boundary
- Large deviations results for the exit problem with characteristic boundary
- Asymptotics in the Dirichlet problem for second order elliptic equations with degeneration on the boundary
- Large deviation principle for dynamical systems coupled with diffusion-transmutation processes
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