Diffusion Across Characteristic Boundaries
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Publication:3959229
DOI10.1137/0142057zbMath0495.60078MaRDI QIDQ3959229
Zeev Schuss, Bernard J. Matkowsky
Publication date: 1982
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0142057
singular perturbation; asymptotic methods; first passage time; elliptic boundary problem; distribution of exit points
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
58J65: Diffusion processes and stochastic analysis on manifolds
81V99: Applications of quantum theory to specific physical systems
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