Singular Perturbation Methods in Stochastic Differential Equations of Mathematical Physics

DOI10.1137/1022024zbMath0436.60045OpenAlexW2059696694MaRDI QIDQ3876766

Zeev Schuss

Publication date: 1980

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/cfbeb1952520d51ae072ee72d5daec6831c7bb47

zbMATH Keywords

perturbation methodsfirst exit timestochastic differential equations of mathematical physics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic mechanics (including stochastic electrodynamics) (81P20) Boundary theory for Markov processes (60J50) Statistical thermodynamics (82B30)

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